-55.4%
APP vs MTUM
+9.7%
-65.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.0% | +12.7% | +12.1% |
| 7D | +4.5% | -10.1% | +14.6% | +13.1% |
| 30D | -3.6% | -15.6% | +11.9% | +9.0% |
| 3M | -35.3% | -12.7% | -22.5% | -28.7% |
| 6M | -42.8% | -3.7% | -39.1% | -49.9% |
| YTD | -59.7% | +9.4% | -69.1% | -70.9% |
| 1Y | -55.4% | +10.2% | -65.6% | -68.1% |
| All | -55.4% | +9.7% | -65.0% | -68.1% |
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 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