+114.4%
MTUM vs AMCR
+6.5%
+108.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.5% |
| 7D | +0.7% | -6.3% | +7.0% | +1.8% |
| 30D | -2.4% | -7.8% | +5.4% | -1.2% |
| 3M | -3.6% | +7.5% | -11.2% | -5.5% |
| 6M | +23.7% | +2.7% | +21.0% | +21.7% |
| YTD | +22.9% | +6.0% | +16.9% | +19.7% |
| 1Y | +21.8% | +7.8% | +14.0% | +18.1% |
| 3Y | +114.4% | +5.8% | +108.7% | +107.0% |
| All | +114.4% | +6.5% | +108.0% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 3y: compounded portfolio wealth divided by compounded AMCR 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…
3y analysis · Full analysis span regression · 6 months rolling