+80.2%
MRK vs AMT
-6.0%
+86.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -2.7% | +1.5% | -4.2% | -3.0% |
| 30D | +12.7% | +3.7% | +8.9% | +11.9% |
| 3M | +24.2% | -7.2% | +31.4% | +26.3% |
| 6M | +27.8% | -4.2% | +32.0% | +29.0% |
| YTD | +42.2% | +1.9% | +40.3% | +41.9% |
| 1Y | +80.2% | -6.4% | +86.6% | +85.2% |
| All | +80.2% | -6.0% | +86.2% | +85.2% |
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