+85.9%
AXP vs TECK
+131.7%
-45.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -0.7% |
| 7D | -2.1% | +2.1% | -4.3% | -2.7% |
| 30D | +2.7% | -8.9% | +11.6% | +4.7% |
| 3M | -7.3% | -7.1% | -0.2% | -6.2% |
| 6M | +1.8% | -7.0% | +8.8% | +2.2% |
| YTD | -13.1% | +28.3% | -41.4% | -20.4% |
| 1Y | -13.7% | +40.6% | -54.3% | -23.0% |
| 3Y | +113.1% | +78.2% | +34.9% | +72.2% |
| 5Y | +85.9% | +129.5% | -43.6% | +23.9% |
| All | +85.9% | +131.7% | -45.8% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling