+45.4%
MRK vs AMP
+66.7%
-21.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.6% |
| 7D | -4.3% | -0.5% | -3.7% | -4.2% |
| 30D | +8.3% | -1.3% | +9.6% | +8.4% |
| 3M | +20.0% | +24.2% | -4.2% | +17.0% |
| 6M | +25.7% | +24.6% | +1.1% | +22.2% |
| YTD | +38.7% | +14.8% | +23.9% | +36.2% |
| 1Y | +74.7% | +12.8% | +61.9% | +71.6% |
| 3Y | +45.4% | +69.0% | -23.6% | +31.4% |
| All | +45.4% | +66.7% | -21.3% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling