-69.0%
AVAV vs EQNR
+89.2%
-158.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -6.2% | -2.1% | -9.0% |
| 7D | -10.1% | -10.2% | +0.1% | -11.3% |
| 30D | -18.7% | +1.1% | -19.8% | -18.2% |
| 3M | -33.0% | +10.3% | -43.3% | -31.4% |
| 6M | -37.2% | +5.7% | -42.8% | -35.6% |
| YTD | -53.2% | +87.2% | -140.4% | -52.3% |
| 1Y | -69.0% | +87.4% | -156.4% | -68.3% |
| All | -69.0% | +89.2% | -158.2% | -68.3% |
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