+31.4%
MRK vs AMDL
+117.8%
-86.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.7% | -12.9% | -1.1% |
| 7D | -0.9% | +19.9% | -20.9% | -0.7% |
| 30D | +15.5% | +6.3% | +9.2% | +15.6% |
| 3M | +25.1% | -9.9% | +35.0% | +25.2% |
| 6M | +30.1% | +394.3% | -364.2% | +30.0% |
| YTD | +43.1% | +257.3% | -214.2% | +42.9% |
| 1Y | +82.5% | +508.5% | -426.1% | +80.1% |
| All | +31.4% | +117.8% | -86.4% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling