+75.3%
EQNR vs ACM
-22.9%
+98.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.7% |
| 7D | +6.4% | -4.6% | +11.0% | +6.7% |
| 30D | +10.4% | +4.1% | +6.3% | +9.9% |
| 3M | +23.1% | -8.3% | +31.4% | +23.3% |
| 6M | +36.3% | -30.1% | +66.3% | +41.5% |
| YTD | +96.0% | -32.6% | +128.6% | +104.1% |
| 1Y | +94.2% | -49.6% | +143.8% | +115.3% |
| 3Y | +75.3% | -23.0% | +98.3% | +72.2% |
| All | +75.3% | -22.9% | +98.1% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling