+130.3%
MRK vs APO
+128.1%
+2.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.8% |
| 7D | -5.0% | -4.9% | -0.1% | -4.8% |
| 30D | +11.0% | -8.4% | +19.4% | +11.4% |
| 3M | +22.4% | -2.1% | +24.4% | +22.4% |
| 6M | +25.4% | +19.2% | +6.2% | +23.9% |
| YTD | +39.5% | -10.5% | +50.0% | +40.3% |
| 1Y | +78.0% | -2.7% | +80.7% | +77.6% |
| 3Y | +45.5% | +52.5% | -6.9% | +40.2% |
| 5Y | +130.3% | +132.1% | -1.8% | +115.9% |
| All | +130.3% | +128.1% | +2.1% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 5y: compounded portfolio wealth divided by compounded APO 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…
5y analysis · Full analysis span regression · 6 months rolling