+561.5%
MRK vs AMT
+1,311.4%
-749.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.3% | -1.2% |
| 7D | +1.3% | -0.2% | +1.6% | +1.4% |
| 30D | +17.1% | +4.6% | +12.5% | +16.5% |
| 3M | +25.9% | -8.4% | +34.4% | +27.1% |
| 6M | +26.8% | -6.0% | +32.8% | +27.6% |
| YTD | +44.9% | +2.1% | +42.8% | +44.2% |
| 1Y | +84.8% | -6.4% | +91.2% | +85.8% |
| 3Y | +50.1% | +8.1% | +42.1% | +47.5% |
| 5Y | +127.4% | -31.9% | +159.3% | +134.1% |
| 10Y | +240.0% | +97.1% | +142.8% | +210.4% |
| All | +561.5% | +1,311.4% | -749.9% | +341.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling