+2.1%
AS vs EQNR
+89.2%
-87.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.2% | +11.3% | +2.5% |
| 7D | +13.8% | -10.2% | +24.0% | +9.2% |
| 30D | +16.7% | +1.1% | +15.6% | +17.6% |
| 3M | -11.5% | +10.3% | -21.8% | -6.9% |
| 6M | -5.5% | +5.7% | -11.2% | -1.6% |
| YTD | -14.2% | +87.2% | -101.4% | +5.2% |
| 1Y | +2.1% | +87.4% | -85.3% | +25.7% |
| All | +2.1% | +89.2% | -87.2% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling