+1,472.1%
AXTI vs EQNR
+416.8%
+1,055.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +5.1% | +6.4% | -1.4% | +2.9% |
| 30D | -17.5% | +10.4% | -27.8% | -20.2% |
| 3M | -26.7% | +23.1% | -49.8% | -33.0% |
| 6M | +36.8% | +36.3% | +0.5% | +19.8% |
| YTD | +296.1% | +96.0% | +200.2% | +200.8% |
| 1Y | +1,810.6% | +94.2% | +1,716.4% | +1,352.7% |
| 3Y | +2,587.6% | +75.3% | +2,512.3% | +1,974.3% |
| 5Y | +601.7% | +187.2% | +414.5% | +298.0% |
| All | +1,472.1% | +416.8% | +1,055.3% | +564.7% |
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