+440.3%
AXP vs TECK
+221.5%
+218.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.0% | -5.9% | -0.9% |
| 7D | -1.1% | +3.1% | -4.2% | -2.1% |
| 30D | +5.2% | -5.0% | +10.2% | +6.5% |
| 3M | -4.6% | -2.6% | -2.0% | -4.5% |
| 6M | +3.2% | 0.0% | +3.3% | +1.6% |
| YTD | -11.3% | +35.6% | -47.0% | -21.3% |
| 1Y | -11.0% | +58.1% | -69.1% | -24.7% |
| 3Y | +120.2% | +93.3% | +26.8% | +68.5% |
| 5Y | +91.7% | +153.7% | -62.0% | +26.4% |
| 10Y | +440.3% | +226.7% | +213.6% | +150.7% |
| All | +440.3% | +221.5% | +218.8% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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