+1,082.3%
APH vs MTUM
+357.8%
+724.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +3.4% |
| 7D | +1.4% | +0.7% | +0.7% | +0.7% |
| 30D | -1.2% | -2.4% | +1.2% | +1.1% |
| 3M | +10.3% | -3.6% | +13.9% | +13.8% |
| 6M | +25.2% | +23.7% | +1.5% | +2.3% |
| YTD | +24.6% | +22.9% | +1.7% | +3.1% |
| 1Y | +41.4% | +21.8% | +19.7% | +18.4% |
| 3Y | +297.8% | +114.4% | +183.4% | +108.1% |
| 5Y | +366.0% | +79.6% | +286.5% | +180.8% |
| All | +1,082.3% | +357.8% | +724.5% | +227.3% |
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