-79.7%
AMIX vs MTUM
+26.3%
-106.0%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -6.4% |
| 7D | -13.7% | +1.7% | -15.4% | -17.5% |
| 30D | -62.1% | -1.7% | -60.4% | -61.4% |
| 3M | -46.2% | -6.3% | -39.8% | -40.3% |
| 6M | -46.4% | +21.8% | -68.3% | -50.4% |
| YTD | -60.3% | +22.0% | -82.3% | -64.0% |
| 1Y | -79.7% | +25.3% | -105.0% | -79.6% |
| All | -79.7% | +26.3% | -106.0% | -79.6% |
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 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