+599.3%
MTUM vs AMBA
+380.1%
+219.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | +1.7% | -11.0% | +12.7% | +3.7% |
| 30D | -1.7% | -23.2% | +21.5% | +2.7% |
| 3M | -6.3% | -12.7% | +6.4% | -5.4% |
| 6M | +21.8% | +11.2% | +10.6% | +17.2% |
| YTD | +22.0% | -11.2% | +33.3% | +21.1% |
| 1Y | +25.3% | -22.5% | +47.9% | +25.9% |
| 3Y | +112.1% | -1.3% | +113.5% | +96.7% |
| 5Y | +76.2% | -54.2% | +130.4% | +73.0% |
| 10Y | +340.1% | -6.1% | +346.3% | +258.8% |
| All | +599.3% | +380.1% | +219.2% | +394.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling