+94.2%
EQNR vs ALM
+247.3%
-153.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.9% |
| 7D | +6.4% | -11.8% | +18.3% | +6.0% |
| 30D | +10.4% | +7.8% | +2.6% | +10.8% |
| 3M | +23.1% | -9.3% | +32.3% | +23.7% |
| 6M | +36.3% | -30.5% | +66.8% | +38.4% |
| YTD | +96.0% | +75.8% | +20.1% | +98.9% |
| 1Y | +94.2% | +241.2% | -147.0% | +95.4% |
| All | +94.2% | +247.3% | -153.1% | +95.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling