+604.3%
MTUM vs AFL
+544.0%
+60.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | +0.7% | -1.6% | +2.4% | +1.3% |
| 30D | -2.4% | -4.0% | +1.6% | -1.0% |
| 3M | -3.6% | -0.5% | -3.1% | -4.0% |
| 6M | +23.7% | +6.5% | +17.1% | +19.5% |
| YTD | +22.9% | +6.2% | +16.7% | +18.7% |
| 1Y | +21.8% | +8.3% | +13.5% | +16.3% |
| 3Y | +114.4% | +62.5% | +51.9% | +70.3% |
| 5Y | +79.6% | +136.2% | -56.6% | +20.5% |
| 10Y | +356.2% | +301.4% | +54.8% | +128.8% |
| All | +604.3% | +544.0% | +60.3% | +188.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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