+16.4%
APH vs MTUM
+9.7%
+6.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.0% | -4.2% | -4.1% |
| 7D | -2.4% | -10.1% | +7.7% | +8.9% |
| 30D | -9.5% | -15.6% | +6.1% | +8.0% |
| 3M | -7.6% | -12.7% | +5.1% | +6.8% |
| 6M | +12.4% | -3.7% | +16.1% | +11.6% |
| YTD | +17.5% | +9.4% | +8.1% | -3.1% |
| 1Y | +16.4% | +10.2% | +6.2% | -4.4% |
| All | +16.4% | +9.7% | +6.7% | -4.4% |
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