+302.0%
ARMK vs EQNR
+307.6%
-5.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -0.9% | +5.7% | -6.7% | -2.6% |
| 30D | -5.9% | +11.3% | -17.2% | -9.0% |
| 3M | +6.7% | +21.5% | -14.8% | -0.1% |
| 6M | +42.5% | +41.8% | +0.7% | +25.0% |
| YTD | +55.1% | +97.3% | -42.2% | +21.5% |
| 1Y | +50.3% | +89.9% | -39.6% | +18.7% |
| 3Y | +122.2% | +76.9% | +45.3% | +74.6% |
| 5Y | +155.2% | +189.2% | -34.0% | +56.3% |
| 10Y | +137.3% | +419.0% | -281.7% | +13.1% |
| All | +302.0% | +307.6% | -5.6% | +77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling