+65.7%
AMGN vs MTUM
+9.7%
+56.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.0% | +5.7% | +3.7% |
| 7D | +5.9% | -10.1% | +16.0% | +5.7% |
| 30D | +18.7% | -15.6% | +34.3% | +18.7% |
| 3M | +23.4% | -12.7% | +36.1% | +23.3% |
| 6M | +49.7% | -3.7% | +53.5% | +44.6% |
| YTD | +49.2% | +9.4% | +39.7% | +38.2% |
| 1Y | +65.7% | +10.2% | +55.5% | +53.2% |
| All | +65.7% | +9.7% | +56.1% | +53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling