+554.8%
MTUM vs AR
-27.2%
+582.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | +1.7% | +2.5% | -0.8% | +1.5% |
| 30D | -1.7% | +14.8% | -16.4% | -2.9% |
| 3M | -6.3% | +6.2% | -12.6% | -7.0% |
| 6M | +21.8% | +4.3% | +17.6% | +20.9% |
| YTD | +22.0% | +14.4% | +7.7% | +19.9% |
| 1Y | +25.3% | +21.3% | +4.0% | +22.3% |
| 3Y | +112.1% | +39.8% | +72.3% | +102.8% |
| 5Y | +76.2% | +142.1% | -65.9% | +59.8% |
| 10Y | +340.1% | +52.0% | +288.1% | +284.6% |
| All | +554.8% | -27.2% | +582.0% | +511.4% |
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