+80.2%
MRK vs AMDL
+540.4%
-460.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.0% | -6.7% | -0.4% |
| 7D | -2.7% | +29.0% | -31.7% | -1.9% |
| 30D | +12.7% | +19.1% | -6.4% | +13.5% |
| 3M | +24.2% | +1.8% | +22.5% | +25.2% |
| 6M | +27.8% | +374.4% | -346.6% | +34.1% |
| YTD | +42.2% | +278.9% | -236.7% | +48.8% |
| 1Y | +80.2% | +510.6% | -430.4% | +91.9% |
| All | +80.2% | +540.4% | -460.2% | +91.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling