+409.3%
EQNR vs ACM
+134.0%
+275.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | +6.4% | -4.6% | +11.0% | +8.3% |
| 30D | +10.4% | +4.1% | +6.3% | +8.1% |
| 3M | +23.1% | -8.3% | +31.4% | +25.3% |
| 6M | +36.3% | -30.1% | +66.3% | +53.8% |
| YTD | +96.0% | -32.6% | +128.6% | +122.6% |
| 1Y | +94.2% | -49.6% | +143.8% | +150.1% |
| 3Y | +75.3% | -23.0% | +98.3% | +79.3% |
| 5Y | +187.2% | +2.0% | +185.2% | +148.7% |
| All | +409.3% | +134.0% | +275.3% | +217.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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