+116.5%
AXP vs TECK
+84.1%
+32.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | -2.9% | -1.2% | -1.6% | -2.7% |
| 30D | +3.7% | -5.7% | +9.4% | +4.9% |
| 3M | -4.9% | -3.6% | -1.3% | -4.6% |
| 6M | +4.1% | -2.2% | +6.3% | +3.3% |
| YTD | -11.7% | +33.6% | -45.2% | -20.1% |
| 1Y | -11.7% | +49.0% | -60.7% | -22.7% |
| All | +116.5% | +84.1% | +32.4% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling