+25.9%
APH vs MTUM
-10.9%
+36.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.2% | +0.2% |
| 7D | +4.9% | +6.6% | -1.7% | -1.8% |
| 30D | -5.4% | -10.8% | +5.4% | +5.6% |
| 3M | -5.5% | -13.8% | +8.3% | +9.3% |
| 6M | +25.9% | -10.7% | +36.6% | +40.7% |
| All | +25.9% | -10.9% | +36.8% | +40.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling