+188.9%
AA vs MTUM
+609.5%
-420.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.2% |
| 7D | -0.6% | +4.1% | -4.8% | -4.8% |
| 30D | -1.6% | +0.6% | -2.2% | -2.5% |
| 3M | -29.8% | -0.6% | -29.2% | -30.6% |
| 6M | -16.6% | +25.3% | -42.0% | -36.3% |
| YTD | -4.0% | +23.8% | -27.9% | -25.5% |
| 1Y | +63.5% | +25.4% | +38.1% | +26.1% |
| 3Y | +86.8% | +117.3% | -30.5% | -20.2% |
| 5Y | +12.4% | +79.7% | -67.3% | -40.6% |
| 10Y | +132.3% | +359.6% | -227.3% | -53.9% |
| All | +188.9% | +609.5% | -420.6% | -59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling