-11.1%
AXP vs TECK
+48.4%
-59.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.6% | +0.2% |
| 7D | -0.6% | +1.7% | -2.3% | -0.9% |
| 30D | +5.0% | -7.6% | +12.6% | +6.0% |
| 3M | -4.2% | -5.9% | +1.6% | -3.7% |
| 6M | +2.9% | -2.8% | +5.8% | +2.6% |
| YTD | -11.6% | +31.8% | -43.4% | -17.8% |
| 1Y | -11.1% | +49.1% | -60.2% | -21.5% |
| All | -11.1% | +48.4% | -59.5% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling