+1,251.9%
AXP vs EQNR
+2,046.2%
-794.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.2% | -5.6% | -2.9% |
| 7D | -2.5% | +3.8% | -6.3% | -3.9% |
| 30D | -5.0% | +11.4% | -16.5% | -9.2% |
| 3M | +1.4% | +24.8% | -23.5% | -8.4% |
| 6M | +6.0% | +42.3% | -36.3% | -10.9% |
| YTD | -12.3% | +97.9% | -110.2% | -36.2% |
| 1Y | +0.3% | +95.9% | -95.6% | -27.1% |
| 3Y | +111.7% | +77.3% | +34.3% | +54.7% |
| 5Y | +114.5% | +195.3% | -80.7% | +18.0% |
| 10Y | +467.1% | +420.4% | +46.6% | +131.2% |
| All | +1,251.9% | +2,046.2% | -794.4% | +296.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling