+948.3%
APH vs MTUM
+315.5%
+632.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | +11.1% | +10.8% | +0.3% | +1.2% |
| 30D | -7.3% | -11.4% | +4.1% | +3.8% |
| 3M | -6.2% | -11.7% | +5.5% | +5.6% |
| 6M | +24.9% | -8.2% | +33.1% | +35.3% |
| YTD | +18.4% | +11.3% | +7.1% | +7.7% |
| 1Y | +13.0% | +11.0% | +2.0% | +3.2% |
| 3Y | +276.4% | +93.2% | +183.2% | +117.4% |
| 5Y | +296.4% | +54.8% | +241.6% | +173.5% |
| All | +948.3% | +315.5% | +632.8% | +212.0% |
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