+352.5%
APH vs MTUM
+80.5%
+272.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | +1.6% | +4.1% | -2.5% | -2.4% |
| 30D | -3.0% | +0.6% | -3.6% | -3.5% |
| 3M | +5.7% | -0.6% | +6.4% | +5.9% |
| 6M | +20.0% | +25.3% | -5.4% | -6.0% |
| YTD | +20.8% | +23.8% | -3.0% | -3.4% |
| 1Y | +40.2% | +25.4% | +14.9% | +11.1% |
| 3Y | +288.1% | +117.3% | +170.8% | +90.4% |
| 5Y | +352.5% | +79.7% | +272.9% | +155.1% |
| All | +352.5% | +80.5% | +272.0% | +155.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling