+528.2%
AMKR vs MTUM
+357.8%
+170.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.2% | +2.5% |
| 7D | +8.3% | +0.7% | +7.6% | +7.3% |
| 30D | -6.8% | -2.4% | -4.3% | -2.4% |
| 3M | -31.9% | -3.6% | -28.3% | -24.5% |
| 6M | +18.4% | +23.7% | -5.3% | -5.4% |
| YTD | +31.7% | +22.9% | +8.8% | +7.5% |
| 1Y | +105.2% | +21.8% | +83.5% | +71.6% |
| 3Y | +147.7% | +114.4% | +33.3% | -0.3% |
| 5Y | +99.4% | +79.6% | +19.8% | +3.9% |
| All | +528.2% | +357.8% | +170.3% | -17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling