+94.2%
EQNR vs ALC
-14.7%
+108.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.8% |
| 7D | +6.4% | -6.3% | +12.8% | +5.9% |
| 30D | +10.4% | -10.3% | +20.6% | +9.4% |
| 3M | +23.1% | -0.7% | +23.8% | +23.1% |
| 6M | +36.3% | -17.8% | +54.1% | +34.3% |
| YTD | +96.0% | -15.8% | +111.8% | +91.8% |
| 1Y | +94.2% | -16.7% | +110.9% | +88.1% |
| All | +94.2% | -14.7% | +108.9% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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