+50.1%
APLD vs MTUM
+19.7%
+30.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.0% | -3.0% | -0.6% |
| 7D | -0.5% | +1.2% | -1.7% | -3.0% |
| 30D | -13.2% | -1.7% | -11.5% | -9.3% |
| 3M | -33.8% | -0.5% | -33.3% | -36.8% |
| 6M | -5.9% | +22.3% | -28.3% | -53.2% |
| YTD | +5.1% | +21.4% | -16.2% | -44.9% |
| All | +50.1% | +19.7% | +30.4% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling