+509.8%
AVAV vs EQNR
+416.8%
+93.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | 0.0% |
| 7D | +1.4% | +6.4% | -5.0% | -0.5% |
| 30D | -24.3% | +10.4% | -34.7% | -26.6% |
| 3M | -20.1% | +23.1% | -43.2% | -25.8% |
| 6M | -29.4% | +36.3% | -65.7% | -37.5% |
| YTD | -39.3% | +96.0% | -135.3% | -53.2% |
| 1Y | -39.3% | +94.2% | -133.5% | -53.2% |
| 3Y | +29.5% | +75.3% | -45.8% | +1.2% |
| 5Y | +56.3% | +187.2% | -130.9% | -3.7% |
| All | +509.8% | +416.8% | +93.0% | +214.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling