-41.7%
ACHR vs MTUM
+78.7%
-120.3%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.8% |
| 6M | -13.2% | +23.7% | -36.9% | -40.0% |
| YTD | -25.8% | +22.9% | -48.7% | -48.0% |
| 1Y | -34.3% | +21.8% | -56.0% | -52.6% |
| 3Y | -19.9% | +114.4% | -134.4% | -73.5% |
| All | -41.7% | +78.7% | -120.3% | -75.4% |
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