+131.4%
ARMK vs EQNR
+72.8%
+58.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.8% | +3.2% |
| 7D | +3.1% | +6.4% | -3.3% | +2.8% |
| 30D | -2.8% | +10.4% | -13.1% | -3.3% |
| 3M | +7.6% | +23.1% | -15.5% | +6.4% |
| 6M | +47.9% | +36.3% | +11.6% | +43.2% |
| YTD | +60.0% | +96.0% | -35.9% | +47.7% |
| 1Y | +52.2% | +94.2% | -42.0% | +40.4% |
| 3Y | +131.4% | +75.3% | +56.2% | +111.8% |
| All | +131.4% | +72.8% | +58.6% | +111.8% |
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