+62.8%
EQNR vs BAM
+66.2%
-3.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.4% | -6.6% | +13.0% | +6.8% |
| 30D | +10.4% | -12.4% | +22.8% | +11.1% |
| 3M | +23.1% | +2.4% | +20.7% | +22.4% |
| 6M | +36.3% | +7.9% | +28.4% | +34.1% |
| YTD | +96.0% | -7.0% | +103.0% | +96.7% |
| 1Y | +94.2% | -13.4% | +107.6% | +97.0% |
| 3Y | +75.3% | +46.9% | +28.4% | +56.0% |
| All | +62.8% | +66.2% | -3.4% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling