+1,016.4%
AXON vs TECK
+203.4%
+812.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.3% | -1.8% |
| 7D | -19.7% | +2.1% | -21.9% | -20.2% |
| 30D | -25.7% | -8.9% | -16.8% | -24.3% |
| 3M | -48.8% | -7.1% | -41.7% | -48.1% |
| 6M | -22.0% | -7.0% | -15.0% | -21.5% |
| YTD | -45.9% | +28.3% | -74.3% | -49.9% |
| 1Y | -46.1% | +40.6% | -86.6% | -51.1% |
| 3Y | +40.9% | +78.2% | -37.3% | +16.0% |
| 5Y | +80.2% | +129.5% | -49.3% | +32.1% |
| All | +1,016.4% | +203.4% | +812.9% | +511.7% |
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