+61.0%
AA vs MTUM
+26.3%
+34.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -3.7% |
| 7D | -0.7% | +1.7% | -2.4% | -2.2% |
| 30D | +5.0% | -1.7% | +6.6% | +6.3% |
| 3M | -35.8% | -6.3% | -29.5% | -32.9% |
| 6M | -18.4% | +21.8% | -40.2% | -36.6% |
| YTD | -5.5% | +22.0% | -27.5% | -26.8% |
| 1Y | +61.0% | +25.3% | +35.6% | +31.4% |
| All | +61.0% | +26.3% | +34.7% | +31.4% |
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