+409.3%
EQNR vs ALM
+2,589.2%
-2,180.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.6% |
| 7D | +6.4% | -11.8% | +18.3% | +6.6% |
| 30D | +10.4% | +7.8% | +2.6% | +10.2% |
| 3M | +23.1% | -9.3% | +32.3% | +23.1% |
| 6M | +36.3% | -30.5% | +66.8% | +36.7% |
| YTD | +96.0% | +75.8% | +20.1% | +92.7% |
| 1Y | +94.2% | +241.2% | -147.0% | +87.9% |
| 3Y | +75.3% | +1,872.6% | -1,797.4% | +61.1% |
| 5Y | +187.2% | +849.6% | -662.4% | +166.5% |
| All | +409.3% | +2,589.2% | -2,180.0% | +394.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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