+488.4%
AVAV vs EQNR
+419.9%
+68.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.2% | -9.6% | -6.7% |
| 7D | -3.2% | +3.8% | -6.9% | -4.4% |
| 30D | -25.6% | +11.4% | -37.0% | -28.2% |
| 3M | -20.2% | +24.8% | -45.0% | -26.7% |
| 6M | -38.1% | +42.3% | -80.3% | -46.2% |
| YTD | -41.8% | +97.9% | -139.6% | -55.2% |
| 1Y | -39.0% | +95.9% | -135.0% | -53.1% |
| 3Y | +24.1% | +77.3% | -53.2% | -3.4% |
| 5Y | +53.0% | +195.3% | -142.2% | -4.2% |
| 10Y | +493.8% | +420.4% | +73.4% | +190.0% |
| All | +488.4% | +419.9% | +68.5% | +137.2% |
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