-99.8%
AMIX vs MTUM
+88.1%
-187.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -2.0% |
| 7D | -3.4% | +4.1% | -7.5% | -8.8% |
| 30D | -54.4% | -0.2% | -54.2% | -54.7% |
| 3M | -45.7% | -1.9% | -43.8% | -44.0% |
| 6M | -49.2% | +28.1% | -77.3% | -54.8% |
| YTD | -60.3% | +23.6% | -83.9% | -64.1% |
| 1Y | -81.4% | +26.1% | -107.5% | -83.2% |
| All | -99.8% | +88.1% | -187.9% | -99.8% |
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