+87.4%
EQNR vs BAM
+4.2%
+83.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +6.2% | -12.4% | -3.7% |
| 7D | -10.2% | +14.2% | -24.4% | -5.0% |
| 30D | +1.1% | +21.0% | -19.9% | +9.1% |
| 3M | +10.3% | +5.2% | +5.1% | +13.8% |
| 6M | +5.7% | +16.0% | -10.3% | +13.2% |
| YTD | +87.2% | +6.5% | +80.8% | +100.4% |
| 1Y | +87.4% | +4.4% | +83.0% | +100.5% |
| All | +87.4% | +4.2% | +83.2% | +100.5% |
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