+1,947.7%
APH vs MTUM
+608.1%
+1,339.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -2.4% |
| 7D | +0.2% | +4.1% | -3.9% | -3.4% |
| 30D | -3.3% | -0.2% | -3.1% | -3.1% |
| 3M | +14.0% | -1.9% | +16.0% | +15.6% |
| 6M | +24.4% | +28.1% | -3.7% | -1.5% |
| YTD | +21.4% | +23.6% | -2.1% | 0.0% |
| 1Y | +48.9% | +26.1% | +22.8% | +20.8% |
| 3Y | +290.1% | +116.8% | +173.3% | +101.1% |
| 5Y | +352.8% | +80.0% | +272.8% | +171.6% |
| 10Y | +1,041.3% | +346.4% | +694.8% | +203.0% |
| All | +1,947.7% | +608.1% | +1,339.6% | +269.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling