+311.3%
MTUM vs AMC
-98.8%
+410.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.9% |
| 7D | +6.6% | +3.5% | +3.1% | +6.6% |
| 30D | -10.8% | +12.5% | -23.3% | -11.0% |
| 3M | -13.8% | +23.6% | -37.4% | -14.1% |
| 6M | -10.7% | +144.4% | -155.0% | -12.2% |
| YTD | +9.1% | +108.3% | -99.3% | +7.3% |
| 1Y | +11.4% | +38.9% | -27.5% | +10.2% |
| 3Y | +88.8% | -58.9% | +147.7% | +88.4% |
| 5Y | +51.7% | -99.2% | +150.9% | +55.6% |
| All | +311.3% | -98.8% | +410.1% | +313.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling