+669.4%
MRK vs APO
+1,727.7%
-1,058.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.1% | -1.1% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | +15.5% | +3.9% | +11.6% | +14.8% |
| 3M | +25.1% | +3.8% | +21.3% | +24.1% |
| 6M | +30.1% | +22.3% | +7.8% | +25.8% |
| YTD | +43.1% | -7.8% | +50.9% | +43.7% |
| 1Y | +82.5% | -0.3% | +82.8% | +80.5% |
| 3Y | +49.3% | +57.1% | -7.8% | +35.0% |
| 5Y | +130.3% | +137.0% | -6.7% | +89.6% |
| 10Y | +234.3% | +946.8% | -712.5% | +103.2% |
| All | +669.4% | +1,727.7% | -1,058.2% | +307.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling