+946.8%
AWK vs EQNR
+235.8%
+710.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.4% |
| 7D | -2.1% | +6.4% | -8.6% | -3.0% |
| 30D | +2.1% | +10.4% | -8.3% | +0.6% |
| 3M | +11.4% | +23.1% | -11.7% | +7.8% |
| 6M | +3.9% | +36.3% | -32.4% | -1.4% |
| YTD | +7.7% | +96.0% | -88.3% | -3.4% |
| 1Y | +1.3% | +94.2% | -92.9% | -9.1% |
| 3Y | +7.2% | +75.3% | -68.1% | -3.6% |
| 5Y | -17.0% | +187.2% | -204.2% | -33.1% |
| 10Y | +131.6% | +415.5% | -283.8% | +57.3% |
| All | +946.8% | +235.8% | +710.9% | +543.3% |
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