+56.2%
AG vs MTUM
+78.7%
-22.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -4.1% |
| 7D | -6.7% | +0.7% | -7.4% | -7.3% |
| 30D | +2.2% | -2.4% | +4.6% | +4.4% |
| 3M | +15.7% | -3.6% | +19.3% | +18.4% |
| 6M | -23.8% | +23.7% | -47.5% | -37.3% |
| YTD | +17.6% | +22.9% | -5.3% | -1.8% |
| 1Y | +88.6% | +21.8% | +66.9% | +59.5% |
| 3Y | +253.4% | +114.4% | +139.0% | +86.6% |
| All | +56.2% | +78.7% | -22.5% | -9.6% |
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 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