+129.9%
MRK vs AFL
+133.8%
-3.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -4.3% | -1.6% | -2.6% | -3.9% |
| 30D | +8.3% | -4.0% | +12.3% | +9.0% |
| 3M | +20.0% | -0.5% | +20.6% | +19.9% |
| 6M | +25.7% | +6.5% | +19.1% | +23.6% |
| YTD | +38.7% | +6.2% | +32.6% | +36.6% |
| 1Y | +74.7% | +8.3% | +66.4% | +71.2% |
| 3Y | +45.4% | +62.5% | -17.2% | +32.5% |
| All | +129.9% | +133.8% | -3.9% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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