+10.2%
MTUM vs APD
+36.4%
-26.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -1.8% |
| 7D | -10.1% | +3.8% | -13.9% | -9.8% |
| 30D | -15.6% | +14.1% | -29.7% | -14.8% |
| 3M | -12.7% | +8.2% | -20.9% | -12.3% |
| 6M | -3.7% | +7.5% | -11.3% | -3.5% |
| YTD | +9.4% | +31.7% | -22.2% | +11.1% |
| 1Y | +10.2% | +35.1% | -24.8% | +12.4% |
| All | +10.2% | +36.4% | -26.1% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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