+10.2%
MTUM vs AHR
+26.3%
-16.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -1.7% |
| 7D | -10.1% | +9.5% | -19.6% | -9.2% |
| 30D | -15.6% | +11.7% | -27.2% | -14.6% |
| 3M | -12.7% | +4.0% | -16.7% | -12.1% |
| 6M | -3.7% | +13.5% | -17.3% | -2.9% |
| YTD | +9.4% | +21.6% | -12.1% | +9.1% |
| 1Y | +10.2% | +25.1% | -14.9% | +9.0% |
| All | +10.2% | +26.3% | -16.1% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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