+465.4%
AXP vs TECK
+344.6%
+120.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | -6.5% | +4.6% | -11.2% | -7.8% |
| 3M | +4.6% | +2.8% | +1.8% | +3.0% |
| 6M | +5.4% | +24.9% | -19.5% | -2.7% |
| YTD | -11.1% | +44.7% | -55.9% | -21.9% |
| 1Y | -0.3% | +112.0% | -112.3% | -22.5% |
| 3Y | +111.6% | +67.6% | +44.0% | +70.2% |
| 5Y | +117.6% | +200.3% | -82.8% | +37.6% |
| All | +465.4% | +344.6% | +120.8% | +160.5% |
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