-31.2%
AMT vs MTUM
+74.9%
-106.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.1% |
| 7D | -2.7% | +1.2% | -3.9% | -2.8% |
| 30D | +2.0% | -1.7% | +3.7% | +2.2% |
| 3M | -9.3% | -0.5% | -8.8% | -10.0% |
| 6M | -5.2% | +22.3% | -27.6% | -11.0% |
| YTD | +0.5% | +21.4% | -20.9% | -5.7% |
| 1Y | -7.3% | +20.0% | -27.3% | -12.8% |
| 3Y | +6.2% | +113.0% | -106.7% | -24.4% |
| 5Y | -31.2% | +77.3% | -108.5% | -47.7% |
| All | -31.2% | +74.9% | -106.1% | -47.7% |
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