+103.4%
AMGN vs MTUM
+78.7%
+24.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.6% |
| 7D | -13.7% | +0.7% | -14.4% | -13.9% |
| 30D | -8.8% | -2.4% | -6.4% | -8.4% |
| 3M | +7.2% | -3.6% | +10.8% | +7.4% |
| 6M | +1.3% | +23.7% | -22.4% | -5.8% |
| YTD | +17.6% | +22.9% | -5.3% | +9.4% |
| 1Y | +37.2% | +21.8% | +15.4% | +27.9% |
| 3Y | +57.7% | +114.4% | -56.7% | +20.6% |
| All | +103.4% | +78.7% | +24.8% | +60.8% |
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 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