+172.0%
AXON vs EQNR
+183.4%
-11.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -7.0% | +6.4% | -13.5% | -7.0% |
| 30D | -20.1% | +10.4% | -30.4% | -20.1% |
| 3M | +7.4% | +23.1% | -15.7% | +7.0% |
| 6M | -7.4% | +36.3% | -43.7% | -9.2% |
| YTD | -15.6% | +96.0% | -111.6% | -20.0% |
| 1Y | -36.2% | +94.2% | -130.4% | -39.6% |
| 3Y | +124.8% | +75.3% | +49.6% | +112.9% |
| All | +172.0% | +183.4% | -11.4% | +157.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling