+2.1%
AVTR vs EQNR
+241.0%
-238.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -1.1% | +6.4% | -7.5% | -2.6% |
| 30D | +6.3% | +10.4% | -4.0% | +3.6% |
| 3M | +53.3% | +23.1% | +30.2% | +45.1% |
| 6M | +78.6% | +36.3% | +42.4% | +62.2% |
| YTD | +29.2% | +96.0% | -66.7% | +5.2% |
| 1Y | +13.8% | +94.2% | -80.4% | -7.5% |
| 3Y | -27.4% | +75.3% | -102.7% | -40.7% |
| 5Y | -65.0% | +187.2% | -252.2% | -78.0% |
| All | +2.1% | +241.0% | -238.8% | -54.3% |
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 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