+3,739.1%
MRK vs AIG
-22.8%
+3,761.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -2.7% | -1.4% | -1.3% | -2.5% |
| 30D | +12.7% | -3.3% | +16.0% | +13.2% |
| 3M | +24.2% | +2.2% | +22.1% | +23.8% |
| 6M | +27.8% | -2.1% | +29.9% | +28.0% |
| YTD | +42.2% | -11.2% | +53.4% | +44.2% |
| 1Y | +80.2% | -2.1% | +82.3% | +80.1% |
| 3Y | +48.4% | +34.4% | +14.0% | +41.3% |
| 5Y | +133.6% | +53.7% | +79.9% | +116.1% |
| 10Y | +236.2% | +64.4% | +171.8% | +195.9% |
| All | +3,739.1% | -22.8% | +3,761.9% | +1,955.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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