+1.9%
AMKR vs MTUM
+9.7%
-7.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.0% | -3.2% | -1.0% |
| 7D | -15.5% | -10.1% | -5.4% | +6.1% |
| 30D | -34.7% | -15.6% | -19.2% | -5.5% |
| 3M | -36.1% | -12.7% | -23.3% | -12.4% |
| 6M | -49.6% | -3.7% | -45.9% | -42.1% |
| YTD | -9.2% | +9.4% | -18.7% | -20.0% |
| 1Y | +1.9% | +10.2% | -8.4% | -10.3% |
| All | +1.9% | +9.7% | -7.8% | -10.3% |
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