+30.8%
MRK vs AMDL
+145.7%
-114.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.9% | -12.0% | -0.1% |
| 7D | 0.0% | +103.5% | -103.5% | +0.6% |
| 30D | +3.5% | -18.3% | +21.8% | +3.4% |
| 3M | +11.2% | +20.1% | -8.8% | +11.6% |
| 6M | +32.5% | +15.9% | +16.6% | +32.9% |
| YTD | +42.5% | +303.0% | -260.5% | +42.6% |
| 1Y | +65.4% | +164.0% | -98.6% | +65.8% |
| All | +30.8% | +145.7% | -114.9% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling