-39.9%
AXON vs EQNR
+89.2%
-129.2%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.2% | +8.0% | -0.2% |
| 7D | +0.2% | -10.2% | +10.4% | -3.0% |
| 30D | +3.0% | +1.1% | +1.9% | +3.9% |
| 3M | -30.1% | +10.3% | -40.5% | -27.2% |
| 6M | +7.7% | +5.7% | +2.1% | +12.5% |
| YTD | -25.3% | +87.2% | -112.5% | -19.5% |
| 1Y | -39.9% | +87.4% | -127.3% | -34.9% |
| All | -39.9% | +89.2% | -129.2% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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