+79.7%
MTUM vs AMC
-99.5%
+179.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.4% |
| 7D | +4.1% | -6.8% | +10.9% | +4.4% |
| 30D | +0.6% | +1.7% | -1.0% | +0.5% |
| 3M | -0.6% | +26.8% | -27.4% | -2.4% |
| 6M | +25.3% | +117.7% | -92.4% | +19.4% |
| YTD | +23.8% | +57.7% | -33.9% | +19.5% |
| 1Y | +25.4% | -12.5% | +37.8% | +24.1% |
| 3Y | +117.3% | -65.7% | +183.0% | +118.5% |
| 5Y | +79.7% | -99.5% | +179.2% | +124.5% |
| All | +79.7% | -99.5% | +179.1% | +124.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling