+25.3%
MTUM vs ADVB
+5.8%
+19.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.8% |
| 7D | +1.7% | -3.8% | +5.5% | +1.7% |
| 30D | -1.7% | +17.6% | -19.2% | -1.6% |
| 3M | -6.3% | +119.1% | -125.5% | -6.0% |
| 6M | +21.8% | +103.4% | -81.5% | +22.0% |
| YTD | +22.0% | +59.8% | -37.8% | +22.0% |
| 1Y | +25.3% | +8.5% | +16.8% | +24.4% |
| All | +25.3% | +5.8% | +19.5% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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