+3,763.3%
MRK vs AME
+18,712.2%
-14,948.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | -0.9% | +2.8% | -3.7% | -1.6% |
| 30D | +15.5% | -6.3% | +21.7% | +17.1% |
| 3M | +25.1% | +5.4% | +19.7% | +23.2% |
| 6M | +30.1% | +7.4% | +22.7% | +27.3% |
| YTD | +43.1% | +16.2% | +26.9% | +37.4% |
| 1Y | +82.5% | +26.8% | +55.6% | +71.3% |
| 3Y | +49.3% | +57.5% | -8.2% | +31.6% |
| 5Y | +130.3% | +84.8% | +45.4% | +93.4% |
| 10Y | +234.3% | +424.3% | -190.0% | +115.0% |
| All | +3,763.3% | +18,712.2% | -14,948.9% | +1,255.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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