+313.5%
EQNR vs ALM
+7,261.5%
-6,948.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.6% | +9.3% | -0.3% |
| 7D | +5.7% | -7.1% | +12.9% | +5.7% |
| 30D | +11.3% | +24.7% | -13.4% | +11.3% |
| 3M | +21.5% | +8.3% | +13.2% | +21.5% |
| 6M | +41.8% | -22.2% | +64.0% | +41.9% |
| YTD | +97.3% | +88.1% | +9.2% | +97.3% |
| 1Y | +89.9% | +272.4% | -182.4% | +89.8% |
| 3Y | +76.9% | +2,004.1% | -1,927.3% | +76.6% |
| 5Y | +189.2% | +915.8% | -726.6% | +188.8% |
| 10Y | +419.0% | +2,776.7% | -2,357.7% | +419.2% |
| All | +313.5% | +7,261.5% | -6,948.0% | +313.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling