+296.4%
EQNR vs ABCL
-82.1%
+378.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -0.8% |
| 7D | +6.4% | -4.7% | +11.2% | +6.6% |
| 30D | +10.4% | +5.2% | +5.2% | +10.1% |
| 3M | +23.1% | +106.6% | -83.6% | +20.0% |
| 6M | +36.3% | +198.4% | -162.1% | +30.8% |
| YTD | +96.0% | +218.4% | -122.5% | +86.8% |
| 1Y | +94.2% | +136.2% | -42.0% | +87.0% |
| 3Y | +75.3% | +103.2% | -27.9% | +67.0% |
| 5Y | +187.2% | -42.7% | +229.9% | +186.4% |
| All | +296.4% | -82.1% | +378.5% | +320.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling