+48.7%
MTUM vs AMBA
-69.7%
+118.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.3% | -0.4% | +3.8% |
| 7D | -2.8% | 0.0% | -2.7% | -2.7% |
| 30D | -16.4% | -8.6% | -7.8% | -14.9% |
| 3M | -13.4% | -29.0% | +15.6% | -7.9% |
| 6M | -11.1% | -19.2% | +8.1% | -9.9% |
| YTD | +7.3% | -13.0% | +20.3% | +6.3% |
| 1Y | +8.5% | -31.3% | +39.8% | +11.5% |
| 3Y | +89.5% | +28.1% | +61.4% | +64.4% |
| 5Y | +48.7% | -69.4% | +118.2% | +51.5% |
| All | +48.7% | -69.7% | +118.5% | +51.5% |
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