+83.8%
EQNR vs BAM
-8.8%
+92.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -2.0% | -1.2% |
| 7D | +1.7% | -2.0% | +3.7% | +1.2% |
| 30D | +11.5% | -2.9% | +14.4% | +10.7% |
| 3M | +12.9% | +9.4% | +3.5% | +16.1% |
| 6M | +36.0% | +10.8% | +25.2% | +40.5% |
| YTD | +84.1% | -0.4% | +84.6% | +89.5% |
| 1Y | +83.8% | -10.9% | +94.6% | +90.2% |
| All | +83.8% | -8.8% | +92.6% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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