+224.4%
MRK vs AMP
+589.3%
-364.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.7% |
| 7D | -4.3% | -0.5% | -3.7% | -4.1% |
| 30D | +8.3% | -1.3% | +9.6% | +8.6% |
| 3M | +20.0% | +24.2% | -4.2% | +14.3% |
| 6M | +25.7% | +24.6% | +1.1% | +19.4% |
| YTD | +38.7% | +14.8% | +23.9% | +33.8% |
| 1Y | +74.7% | +12.8% | +61.9% | +69.0% |
| 3Y | +45.4% | +69.0% | -23.6% | +26.1% |
| 5Y | +129.0% | +124.9% | +4.2% | +81.1% |
| All | +224.4% | +589.3% | -364.9% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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