+550.4%
MRK vs AMT
+1,439.7%
-889.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | 0.0% | -2.2% | +2.2% | +0.3% |
| 30D | +3.5% | +5.8% | -2.3% | +2.8% |
| 3M | +11.2% | +12.6% | -1.4% | +9.6% |
| 6M | +32.5% | +8.3% | +24.2% | +31.0% |
| YTD | +42.5% | +11.4% | +31.1% | +40.2% |
| 1Y | +65.4% | +7.7% | +57.7% | +63.4% |
| 3Y | +58.8% | +14.8% | +44.0% | +54.9% |
| 5Y | +103.9% | -18.0% | +121.8% | +105.1% |
| 10Y | +226.8% | +133.0% | +93.8% | +193.0% |
| All | +550.4% | +1,439.7% | -889.3% | +329.5% |
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