+199.4%
AMT vs MTUM
+608.1%
-408.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.6% |
| 7D | -0.2% | +4.1% | -4.3% | -2.0% |
| 30D | +1.8% | -0.2% | +2.1% | +1.8% |
| 3M | -6.2% | -1.9% | -4.3% | -7.1% |
| 6M | -5.0% | +28.1% | -33.1% | -18.9% |
| YTD | +2.1% | +23.6% | -21.5% | -11.6% |
| 1Y | -5.7% | +26.1% | -31.9% | -19.6% |
| 3Y | +7.9% | +116.8% | -108.9% | -37.3% |
| 5Y | -32.3% | +80.0% | -112.3% | -56.0% |
| 10Y | +95.0% | +346.4% | -251.4% | -38.2% |
| All | +199.4% | +608.1% | -408.7% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling