+33.0%
MTUM vs AMRZ
-19.2%
+52.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.6% |
| 7D | +4.1% | -4.7% | +8.8% | +4.9% |
| 30D | +0.6% | -11.3% | +11.9% | +2.7% |
| 3M | -0.6% | -22.1% | +21.4% | +3.5% |
| 6M | +25.3% | -29.6% | +54.9% | +32.3% |
| YTD | +23.8% | -23.3% | +47.1% | +29.1% |
| 1Y | +25.4% | -23.7% | +49.1% | +29.8% |
| All | +33.0% | -19.2% | +52.2% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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