+20.0%
MTUM vs ADVB
+2.9%
+17.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.1% | -6.1% | -2.0% |
| 7D | +1.2% | -5.9% | +7.1% | +1.2% |
| 30D | -1.7% | +13.9% | -15.6% | -1.6% |
| 3M | -0.5% | +127.3% | -127.8% | +0.3% |
| 6M | +22.3% | +77.0% | -54.7% | +22.7% |
| YTD | +21.4% | +51.5% | -30.2% | +21.6% |
| 1Y | +20.0% | -11.3% | +31.3% | +18.6% |
| All | +20.0% | +2.9% | +17.1% | +18.6% |
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