+290.1%
APH vs MTUM
+117.2%
+172.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -2.6% |
| 7D | +0.2% | +4.1% | -3.9% | -4.0% |
| 30D | -3.3% | -0.2% | -3.1% | -3.1% |
| 3M | +14.0% | -1.9% | +16.0% | +15.5% |
| 6M | +24.4% | +28.1% | -3.7% | -8.1% |
| YTD | +21.4% | +23.6% | -2.1% | -5.8% |
| 1Y | +48.9% | +26.1% | +22.8% | +13.4% |
| 3Y | +290.1% | +116.8% | +173.3% | +88.7% |
| All | +290.1% | +117.2% | +172.9% | +88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling