+80.0%
MTUM vs AMBA
-53.5%
+133.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.3% | +1.1% |
| 7D | +4.1% | -6.4% | +10.5% | +5.4% |
| 30D | -0.2% | -26.8% | +26.6% | +5.8% |
| 3M | -1.9% | -7.6% | +5.7% | -1.9% |
| 6M | +28.1% | +21.2% | +6.9% | +20.4% |
| YTD | +23.6% | -10.4% | +34.0% | +22.0% |
| 1Y | +26.1% | -24.4% | +50.5% | +27.0% |
| 3Y | +116.8% | +6.0% | +110.8% | +94.5% |
| 5Y | +80.0% | -53.9% | +133.9% | +70.1% |
| All | +80.0% | -53.5% | +133.5% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 5y: compounded portfolio wealth divided by compounded AMBA 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…
5y analysis · Full analysis span regression · 6 months rolling