-3.7%
APA vs MTUM
+357.8%
-361.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | -0.7% |
| 7D | +4.6% | +0.7% | +3.9% | +3.9% |
| 30D | +11.9% | -2.4% | +14.4% | +13.9% |
| 3M | +22.5% | -3.6% | +26.1% | +22.6% |
| 6M | +37.5% | +23.7% | +13.9% | +4.2% |
| YTD | +87.2% | +22.9% | +64.2% | +41.1% |
| 1Y | +101.4% | +21.8% | +79.7% | +52.4% |
| 3Y | +16.9% | +114.4% | -97.5% | -53.9% |
| 5Y | +178.4% | +79.6% | +98.9% | +37.1% |
| All | -3.7% | +357.8% | -361.5% | -78.0% |
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