+79.1%
MTUM vs AMCR
-12.3%
+91.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.7% |
| 7D | +0.7% | -6.3% | +7.0% | +2.5% |
| 30D | -2.4% | -7.8% | +5.4% | -0.4% |
| 3M | -3.6% | +7.5% | -11.2% | -6.4% |
| 6M | +23.7% | +2.7% | +21.0% | +21.3% |
| YTD | +22.9% | +6.0% | +16.9% | +18.5% |
| 1Y | +21.8% | +7.8% | +14.0% | +16.6% |
| 3Y | +114.4% | +5.8% | +108.7% | +100.5% |
| All | +79.1% | -12.3% | +91.5% | +80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling