-19.9%
ACHR vs MTUM
+114.7%
-134.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +0.5% |
| 7D | -2.3% | +0.7% | -3.0% | -3.3% |
| 30D | -11.3% | -2.4% | -8.8% | -8.4% |
| 3M | +5.3% | -3.6% | +8.9% | +7.4% |
| 6M | -13.2% | +23.7% | -36.9% | -41.3% |
| YTD | -25.8% | +22.9% | -48.7% | -49.2% |
| 1Y | -34.3% | +21.8% | -56.0% | -53.7% |
| 3Y | -19.9% | +114.4% | -134.4% | -74.2% |
| All | -19.9% | +114.7% | -134.7% | -74.2% |
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