+1,889.4%
APH vs MTUM
+536.8%
+1,352.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.8% | -4.6% | -4.3% |
| 7D | +0.4% | +1.5% | -1.2% | -0.9% |
| 30D | -8.0% | -12.1% | +4.1% | +3.7% |
| 3M | -5.0% | -10.0% | +5.0% | +5.1% |
| 6M | +29.9% | -9.4% | +39.3% | +42.2% |
| YTD | +18.0% | +11.1% | +6.8% | +7.5% |
| 1Y | +11.3% | +10.8% | +0.6% | +2.0% |
| 3Y | +274.9% | +92.9% | +182.0% | +115.9% |
| 5Y | +300.6% | +55.2% | +245.3% | +175.6% |
| 10Y | +944.2% | +315.6% | +628.6% | +197.4% |
| All | +1,889.4% | +536.8% | +1,352.6% | +297.3% |
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 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