+78.5%
MTUM vs AHR
+356.1%
-277.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | +0.7% | -2.1% | +2.8% | +1.1% |
| 30D | -2.4% | +1.9% | -4.3% | -2.8% |
| 3M | -3.6% | +15.7% | -19.3% | -7.2% |
| 6M | +23.7% | +2.5% | +21.1% | +22.5% |
| YTD | +22.9% | +15.0% | +7.9% | +17.9% |
| 1Y | +21.8% | +28.1% | -6.3% | +13.0% |
| All | +78.5% | +356.1% | -277.6% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling