+367.2%
TECK vs AMP
+2,108.3%
-1,741.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.8% | +4.6% |
| 7D | +7.8% | +2.6% | +5.2% | +5.9% |
| 30D | +8.3% | +0.8% | +7.4% | +7.6% |
| 3M | +16.1% | +24.3% | -8.2% | 0.0% |
| 6M | +42.9% | +20.6% | +22.3% | +25.2% |
| YTD | +50.8% | +14.6% | +36.1% | +35.6% |
| 1Y | +106.1% | +14.5% | +91.5% | +84.8% |
| 3Y | +84.0% | +67.9% | +16.1% | +26.7% |
| 5Y | +223.5% | +122.5% | +101.0% | +81.1% |
| 10Y | +378.1% | +573.3% | -195.2% | +17.3% |
| All | +367.2% | +2,108.3% | -1,741.1% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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