+113.7%
AXP vs EQNR
+183.4%
-69.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -0.5% | +6.4% | -6.9% | -1.1% |
| 30D | -5.6% | +10.4% | -16.0% | -6.7% |
| 3M | +2.2% | +23.1% | -20.9% | -0.5% |
| 6M | +6.7% | +36.3% | -29.6% | +1.3% |
| YTD | -11.5% | +96.0% | -107.5% | -21.7% |
| 1Y | -0.4% | +94.2% | -94.6% | -11.9% |
| 3Y | +113.0% | +75.3% | +37.8% | +89.7% |
| All | +113.7% | +183.4% | -69.7% | +66.8% |
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