+296.4%
ARM vs MTUM
+113.8%
+182.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.8% | +2.1% | +0.4% |
| 7D | +5.5% | +1.7% | +3.7% | +2.1% |
| 30D | -8.2% | -1.7% | -6.5% | -5.1% |
| 3M | -35.9% | -6.3% | -29.6% | -25.7% |
| 6M | +103.1% | +21.8% | +81.3% | +44.0% |
| YTD | +130.6% | +22.0% | +108.6% | +61.6% |
| 1Y | +86.1% | +25.3% | +60.7% | +24.3% |
| All | +296.4% | +113.8% | +182.6% | -2.3% |
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