+316.4%
ARM vs EQNR
+71.6%
+244.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.2% |
| 7D | +5.0% | +6.4% | -1.4% | +5.1% |
| 30D | -2.6% | +10.4% | -13.0% | -2.5% |
| 3M | -22.6% | +23.1% | -45.7% | -22.4% |
| 6M | +120.5% | +36.3% | +84.2% | +112.3% |
| YTD | +142.2% | +96.0% | +46.3% | +113.3% |
| 1Y | +71.2% | +94.2% | -23.1% | +50.7% |
| All | +316.4% | +71.6% | +244.8% | +258.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EQNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling