+485.2%
MTUM vs AR
-28.5%
+513.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | +6.6% | +7.4% | -0.8% | +6.0% |
| 30D | -10.8% | +5.8% | -16.6% | -11.3% |
| 3M | -13.8% | +5.2% | -19.0% | -14.3% |
| 6M | -10.7% | +5.4% | -16.1% | -11.4% |
| YTD | +9.1% | +12.4% | -3.3% | +7.2% |
| 1Y | +11.4% | +12.8% | -1.4% | +9.4% |
| 3Y | +88.8% | +47.2% | +41.6% | +79.8% |
| 5Y | +51.7% | +101.1% | -49.4% | +39.3% |
| 10Y | +307.9% | +57.6% | +250.3% | +255.5% |
| All | +485.2% | -28.5% | +513.7% | +446.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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