+44.3%
AXON vs TECK
+66.4%
-22.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +0.9% | -19.1% | -18.3% |
| 7D | -26.8% | -0.2% | -26.6% | -26.7% |
| 30D | -22.9% | -7.5% | -15.4% | -21.9% |
| 3M | -40.1% | -8.4% | -31.7% | -39.2% |
| 6M | -18.9% | -2.2% | -16.6% | -18.8% |
| YTD | -44.9% | +26.8% | -71.7% | -47.3% |
| 1Y | -46.7% | +46.5% | -93.2% | -50.2% |
| 3Y | +44.3% | +69.0% | -24.7% | +30.5% |
| All | +44.3% | +66.4% | -22.0% | +30.5% |
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 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