+497.9%
MTUM vs AMC
-98.1%
+595.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +1.7% |
| 7D | +1.7% | +2.3% | -0.6% | +1.7% |
| 30D | -1.7% | -0.7% | -0.9% | -1.7% |
| 3M | -6.3% | +35.2% | -41.5% | -7.1% |
| 6M | +21.8% | +124.6% | -102.7% | +19.6% |
| YTD | +22.0% | +69.9% | -47.8% | +20.3% |
| 1Y | +25.3% | -2.6% | +27.9% | +24.6% |
| 3Y | +112.1% | -79.8% | +191.9% | +113.7% |
| 5Y | +76.2% | -99.4% | +175.6% | +83.0% |
| 10Y | +340.1% | -98.9% | +439.0% | +366.6% |
| All | +497.9% | -98.1% | +595.9% | +449.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling