+3,665.8%
MRK vs AFL
+18,431.1%
-14,765.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -5.0% | -3.3% | -1.7% | -4.2% |
| 30D | +11.0% | -5.0% | +15.9% | +12.2% |
| 3M | +22.4% | -1.8% | +24.1% | +22.7% |
| 6M | +25.4% | +4.8% | +20.6% | +23.7% |
| YTD | +39.5% | +5.4% | +34.1% | +37.3% |
| 1Y | +78.0% | +9.0% | +69.0% | +73.7% |
| 3Y | +45.5% | +63.0% | -17.5% | +27.5% |
| 5Y | +130.3% | +134.5% | -4.2% | +82.6% |
| 10Y | +229.8% | +298.6% | -68.8% | +121.5% |
| All | +3,665.8% | +18,431.1% | -14,765.3% | +749.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling