+114.4%
MTUM vs AME
+59.6%
+54.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | -0.6% |
| 7D | +0.7% | +1.7% | -1.0% | -0.3% |
| 30D | -2.4% | -6.4% | +4.0% | +1.4% |
| 3M | -3.6% | +7.1% | -10.7% | -7.1% |
| 6M | +23.7% | +8.2% | +15.5% | +18.5% |
| YTD | +22.9% | +18.2% | +4.7% | +12.4% |
| 1Y | +21.8% | +26.7% | -5.0% | +7.2% |
| 3Y | +114.4% | +60.7% | +53.8% | +63.4% |
| All | +114.4% | +59.6% | +54.8% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling