-39.3%
AVAV vs EQNR
+93.1%
-132.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.4% |
| 7D | +1.4% | +6.4% | -5.0% | +2.5% |
| 30D | -24.3% | +10.4% | -34.7% | -23.0% |
| 3M | -20.1% | +23.1% | -43.2% | -17.2% |
| 6M | -29.4% | +36.3% | -65.7% | -26.3% |
| YTD | -39.3% | +96.0% | -135.3% | -38.8% |
| 1Y | -39.3% | +94.2% | -133.5% | -37.7% |
| All | -39.3% | +93.1% | -132.4% | -37.7% |
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