+16.0%
AA vs MTUM
+9.7%
+6.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.7% | +4.2% |
| 7D | +0.9% | -10.1% | +11.0% | +9.2% |
| 30D | -6.4% | -15.6% | +9.1% | +6.3% |
| 3M | -13.0% | -12.7% | -0.2% | -3.8% |
| 6M | -34.6% | -3.7% | -30.9% | -35.5% |
| YTD | -23.0% | +9.4% | -32.5% | -33.8% |
| 1Y | +16.0% | +10.2% | +5.8% | -1.4% |
| All | +16.0% | +9.7% | +6.3% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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