+25.3%
MTUM vs AME
+7.8%
+17.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.7% |
| 7D | +4.1% | +1.3% | +2.8% | +3.0% |
| 30D | +0.6% | -6.6% | +7.2% | +6.7% |
| 3M | -0.6% | +3.0% | -3.6% | -2.7% |
| 6M | +25.3% | +5.3% | +20.0% | +20.4% |
| All | +25.3% | +7.8% | +17.6% | +20.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling