+6.0%
AXP vs EQNR
+36.6%
-30.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.2% | -5.6% | -0.4% |
| 7D | -2.5% | +3.8% | -6.3% | -1.7% |
| 30D | -5.0% | +11.4% | -16.5% | -2.7% |
| 3M | +1.4% | +24.8% | -23.5% | +6.5% |
| 6M | +6.0% | +42.3% | -36.3% | +13.6% |
| All | +6.0% | +36.6% | -30.6% | +13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling