+609.5%
MTUM vs AME
+540.5%
+68.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | +4.1% | +1.3% | +2.8% | +3.4% |
| 30D | +0.6% | -6.6% | +7.2% | +4.5% |
| 3M | -0.6% | +3.0% | -3.6% | -2.0% |
| 6M | +25.3% | +5.3% | +20.0% | +22.0% |
| YTD | +23.8% | +15.4% | +8.4% | +14.4% |
| 1Y | +25.4% | +26.8% | -1.4% | +9.6% |
| 3Y | +117.3% | +56.5% | +60.7% | +67.0% |
| 5Y | +79.7% | +85.2% | -5.6% | +24.6% |
| 10Y | +359.6% | +428.5% | -68.9% | +81.3% |
| All | +609.5% | +540.5% | +68.9% | +154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling