+1,314.2%
AAOI vs MTUM
+78.7%
+1,235.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | -0.9% |
| 7D | -0.2% | +0.7% | -0.9% | -1.6% |
| 30D | -23.7% | -2.4% | -21.3% | -17.9% |
| 3M | -39.0% | -3.6% | -35.4% | -28.5% |
| 6M | -17.0% | +23.7% | -40.7% | -42.0% |
| YTD | +202.2% | +22.9% | +179.3% | +117.0% |
| 1Y | +292.4% | +21.8% | +270.6% | +200.8% |
| 3Y | +804.4% | +114.4% | +689.9% | +252.4% |
| All | +1,314.2% | +78.7% | +1,235.6% | +550.9% |
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