+107.2%
APA vs MTUM
+9.7%
+97.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.0% | -4.9% | -7.5% |
| 7D | -13.0% | -10.1% | -2.9% | -16.2% |
| 30D | +2.0% | -15.6% | +17.5% | -3.9% |
| 3M | +24.9% | -12.7% | +37.6% | +19.4% |
| 6M | +7.2% | -3.7% | +10.9% | +11.8% |
| YTD | +87.1% | +9.4% | +77.6% | +109.5% |
| 1Y | +107.2% | +10.2% | +96.9% | +133.9% |
| All | +107.2% | +9.7% | +97.5% | +133.9% |
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