+114.4%
MTUM vs APTV
-55.4%
+169.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +0.7% | -5.0% | +5.7% | +1.6% |
| 30D | -2.4% | -6.1% | +3.6% | -1.4% |
| 3M | -3.6% | -33.0% | +29.3% | +3.6% |
| 6M | +23.7% | -35.2% | +58.9% | +33.2% |
| YTD | +22.9% | -40.1% | +63.1% | +34.1% |
| 1Y | +21.8% | -45.6% | +67.4% | +35.3% |
| 3Y | +114.4% | -54.4% | +168.8% | +134.3% |
| All | +114.4% | -55.4% | +169.9% | +134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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