+13.5%
AVTR vs EQNR
+85.2%
-71.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.6% |
| 7D | +2.7% | +1.7% | +1.0% | +2.8% |
| 30D | +12.1% | +11.5% | +0.6% | +13.3% |
| 3M | +57.2% | +12.9% | +44.4% | +60.1% |
| 6M | +73.1% | +36.0% | +37.1% | +81.2% |
| YTD | +30.6% | +84.1% | -53.5% | +41.8% |
| 1Y | +13.5% | +83.8% | -70.3% | +24.4% |
| All | +13.5% | +85.2% | -71.7% | +24.4% |
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