+1,437.4%
AXP vs TECK
+1,890.1%
-452.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +5.8% | -7.5% | +13.4% | +7.6% |
| 3M | -6.0% | -8.4% | +2.4% | -4.5% |
| 6M | +0.3% | -2.2% | +2.5% | -0.5% |
| YTD | -12.3% | +26.8% | -39.1% | -19.2% |
| 1Y | -11.2% | +46.5% | -57.8% | -21.2% |
| 3Y | +117.0% | +69.0% | +48.0% | +80.7% |
| 5Y | +93.2% | +138.8% | -45.6% | +41.6% |
| 10Y | +461.2% | +224.3% | +236.8% | +238.8% |
| All | +1,437.4% | +1,890.1% | -452.7% | +543.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling