+465.4%
AXP vs EQNR
+416.8%
+48.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.5% |
| 7D | -0.5% | +6.4% | -6.9% | -2.6% |
| 30D | -5.6% | +10.4% | -16.0% | -9.0% |
| 3M | +2.2% | +23.1% | -20.9% | -6.2% |
| 6M | +6.7% | +36.3% | -29.6% | -7.7% |
| YTD | -11.5% | +96.0% | -107.5% | -34.6% |
| 1Y | -0.4% | +94.2% | -94.6% | -26.4% |
| 3Y | +113.0% | +75.3% | +37.8% | +58.4% |
| 5Y | +117.4% | +187.2% | -69.8% | +14.7% |
| All | +465.4% | +416.8% | +48.6% | +108.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling