-6.0%
AMT vs MTUM
+21.2%
-27.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +3.1% |
| 7D | +1.1% | +0.7% | +0.4% | +1.3% |
| 30D | +4.4% | -2.4% | +6.8% | +3.8% |
| 3M | -5.2% | -3.6% | -1.5% | -5.7% |
| 6M | -0.8% | +23.7% | -24.5% | -1.1% |
| YTD | +3.3% | +22.9% | -19.6% | +2.8% |
| 1Y | -6.0% | +21.8% | -27.8% | -6.9% |
| All | -6.0% | +21.2% | -27.2% | -6.9% |
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 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