+3.2%
AA vs MTUM
+78.7%
-75.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -1.5% |
| 7D | -3.4% | +0.7% | -4.1% | -4.1% |
| 30D | -5.8% | -2.4% | -3.3% | -3.3% |
| 3M | -29.9% | -3.6% | -26.3% | -28.6% |
| 6M | -27.0% | +23.7% | -50.7% | -44.7% |
| YTD | -8.7% | +22.9% | -31.6% | -30.2% |
| 1Y | +50.6% | +21.8% | +28.9% | +17.3% |
| 3Y | +74.1% | +114.4% | -40.4% | -32.2% |
| All | +3.2% | +78.7% | -75.5% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling