+300.2%
EQNR vs ABCL
-81.9%
+382.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.4% | +7.6% | +4.3% |
| 7D | +3.8% | -2.7% | +6.5% | +3.9% |
| 30D | +11.4% | +18.3% | -6.9% | +10.7% |
| 3M | +24.8% | +108.5% | -83.7% | +21.7% |
| 6M | +42.3% | +213.9% | -171.7% | +36.3% |
| YTD | +97.9% | +223.1% | -125.2% | +88.5% |
| 1Y | +95.9% | +160.6% | -64.7% | +87.8% |
| 3Y | +77.3% | +104.3% | -26.9% | +69.0% |
| 5Y | +195.3% | -40.0% | +235.3% | +193.8% |
| All | +300.2% | -81.9% | +382.0% | +323.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling