+18,926.7%
AMD vs MTUM
+599.3%
+18,327.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.8% | +2.9% | +2.0% |
| 7D | +2.6% | +1.7% | +0.9% | 0.0% |
| 30D | -0.9% | -1.7% | +0.7% | +1.7% |
| 3M | -8.7% | -6.3% | -2.4% | +3.5% |
| 6M | +136.3% | +21.8% | +114.5% | +85.8% |
| YTD | +123.0% | +22.0% | +101.0% | +77.0% |
| 1Y | +195.2% | +25.3% | +169.8% | +127.9% |
| 3Y | +336.3% | +112.1% | +224.2% | +65.5% |
| 5Y | +334.5% | +76.2% | +258.2% | +124.0% |
| 10Y | +6,259.1% | +340.1% | +5,919.0% | +974.3% |
| All | +18,926.7% | +599.3% | +18,327.4% | +1,790.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling