-7.7%
AAL vs MTUM
+114.7%
-122.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | 0.0% | +0.1% |
| 7D | -0.9% | +0.7% | -1.6% | -1.6% |
| 30D | -12.9% | -2.4% | -10.4% | -11.1% |
| 3M | -11.2% | -3.6% | -7.5% | -10.2% |
| 6M | +17.8% | +23.7% | -5.8% | -8.3% |
| YTD | -15.1% | +22.9% | -38.0% | -33.8% |
| 1Y | +0.5% | +21.8% | -21.3% | -20.8% |
| 3Y | -7.7% | +114.4% | -122.1% | -59.1% |
| All | -7.7% | +114.7% | -122.4% | -59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling