-44.5%
APP vs MTUM
+20.6%
-65.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +4.7% |
| 7D | +0.3% | +1.2% | -1.0% | -0.8% |
| 30D | -1.3% | -1.7% | +0.4% | -0.4% |
| 3M | -36.2% | -0.5% | -35.7% | -39.5% |
| 6M | -34.1% | +22.3% | -56.5% | -59.1% |
| YTD | -53.3% | +21.4% | -74.7% | -69.0% |
| 1Y | -44.5% | +20.0% | -64.6% | -62.4% |
| All | -44.5% | +20.6% | -65.2% | -62.4% |
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