+20.0%
MTUM vs AMC
-16.3%
+36.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -1.8% |
| 7D | +1.2% | -7.1% | +8.3% | +1.5% |
| 30D | -1.7% | -1.7% | 0.0% | -1.7% |
| 3M | -0.5% | +13.5% | -13.9% | -1.8% |
| 6M | +22.3% | +112.6% | -90.3% | +12.6% |
| YTD | +21.4% | +51.3% | -29.9% | +14.3% |
| 1Y | +20.0% | -14.5% | +34.5% | +18.2% |
| All | +20.0% | -16.3% | +36.3% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling