+84.6%
MRK vs AMT
+13.5%
+71.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.0% | -0.1% | +3.0% |
| 7D | +6.7% | +6.0% | +0.6% | +5.4% |
| 30D | +7.8% | +20.1% | -12.3% | +3.5% |
| 3M | +18.2% | +12.4% | +5.8% | +15.0% |
| 6M | +34.7% | +9.9% | +24.7% | +31.6% |
| YTD | +45.8% | +14.4% | +31.4% | +42.7% |
| 1Y | +84.6% | +12.4% | +72.1% | +83.8% |
| All | +84.6% | +13.5% | +71.1% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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