+595.4%
MTUM vs APTV
+41.8%
+553.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.6% | -2.7% |
| 7D | +1.2% | -1.8% | +3.1% | +1.6% |
| 30D | -1.7% | -7.9% | +6.2% | +0.3% |
| 3M | -0.5% | -29.9% | +29.5% | +8.3% |
| 6M | +22.3% | -36.6% | +58.9% | +35.7% |
| YTD | +21.4% | -40.0% | +61.3% | +36.1% |
| 1Y | +20.0% | -44.0% | +64.0% | +36.9% |
| 3Y | +113.0% | -54.5% | +167.5% | +148.3% |
| 5Y | +77.3% | -68.8% | +146.1% | +122.4% |
| 10Y | +350.5% | -16.9% | +367.4% | +298.0% |
| All | +595.4% | +41.8% | +553.6% | +429.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling