-14.1%
APA vs MTUM
+609.5%
-623.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.8% |
| 7D | +0.3% | +4.1% | -3.8% | -3.2% |
| 30D | +9.3% | +0.6% | +8.7% | +8.2% |
| 3M | +23.3% | -0.6% | +24.0% | +19.6% |
| 6M | +39.5% | +25.3% | +14.1% | +4.9% |
| YTD | +87.6% | +23.8% | +63.8% | +41.3% |
| 1Y | +114.2% | +25.4% | +88.9% | +58.5% |
| 3Y | +13.6% | +117.3% | -103.7% | -54.4% |
| 5Y | +175.6% | +79.7% | +95.9% | +39.1% |
| 10Y | -2.6% | +359.6% | -362.2% | -78.5% |
| All | -14.1% | +609.5% | -623.6% | -85.9% |
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 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