+86.3%
EQNR vs ABCL
+190.3%
-104.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -4.0% | -2.1% |
| 7D | +2.7% | -6.7% | +9.4% | +2.5% |
| 30D | +10.0% | +90.0% | -80.0% | +12.5% |
| 3M | +13.5% | +102.3% | -88.8% | +17.3% |
| 6M | +39.2% | +211.9% | -172.6% | +48.6% |
| YTD | +86.6% | +238.3% | -151.7% | +96.5% |
| All | +86.3% | +190.3% | -104.1% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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