+604.3%
MTUM vs AJG
+649.1%
-44.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.8% |
| 7D | +0.7% | -8.3% | +9.0% | +4.3% |
| 30D | -2.4% | -5.7% | +3.2% | -0.4% |
| 3M | -3.6% | +9.1% | -12.7% | -9.3% |
| 6M | +23.7% | +15.2% | +8.4% | +12.3% |
| YTD | +22.9% | -6.3% | +29.2% | +22.6% |
| 1Y | +21.8% | -19.1% | +40.9% | +30.5% |
| 3Y | +114.4% | +8.2% | +106.2% | +89.0% |
| 5Y | +79.6% | +75.6% | +3.9% | +16.3% |
| 10Y | +356.2% | +471.1% | -114.9% | +44.5% |
| All | +604.3% | +649.1% | -44.8% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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