+10.2%
MTUM vs AME
+21.1%
-10.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.7% | +1.5% |
| 7D | -10.1% | -4.4% | -5.6% | -7.0% |
| 30D | -15.6% | -5.9% | -9.7% | -11.7% |
| 3M | -12.7% | -6.5% | -6.2% | -8.3% |
| 6M | -3.7% | +3.2% | -6.9% | -5.9% |
| YTD | +9.4% | +16.0% | -6.6% | -1.5% |
| 1Y | +10.2% | +20.4% | -10.2% | -2.8% |
| All | +10.2% | +21.1% | -10.9% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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