+110.4%
AXP vs EQNR
+74.0%
+36.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.3% |
| 7D | -2.8% | +5.7% | -8.5% | -2.9% |
| 30D | -5.9% | +11.3% | -17.2% | -6.1% |
| 3M | +2.6% | +21.5% | -18.9% | +2.1% |
| 6M | +6.4% | +41.8% | -35.4% | +3.3% |
| YTD | -12.6% | +97.3% | -109.9% | -19.5% |
| 1Y | +0.2% | +89.9% | -89.7% | -7.2% |
| All | +110.4% | +74.0% | +36.4% | +95.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling