+11.8%
AZO vs EQNR
+72.8%
-61.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -3.6% | +6.4% | -10.0% | -3.4% |
| 30D | -5.6% | +10.4% | -15.9% | -5.3% |
| 3M | -6.6% | +23.1% | -29.7% | -6.2% |
| 6M | -22.5% | +36.3% | -58.8% | -22.4% |
| YTD | -15.2% | +96.0% | -111.1% | -15.3% |
| 1Y | -33.9% | +94.2% | -128.2% | -34.0% |
| 3Y | +11.8% | +75.3% | -63.5% | +11.7% |
| All | +11.8% | +72.8% | -61.0% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling