+79.1%
MTUM vs ARMK
+160.7%
-81.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +0.2% |
| 7D | +0.7% | +3.1% | -2.4% | -0.3% |
| 30D | -2.4% | -2.8% | +0.3% | -1.6% |
| 3M | -3.6% | +7.6% | -11.2% | -6.2% |
| 6M | +23.7% | +47.9% | -24.2% | +7.5% |
| YTD | +22.9% | +60.0% | -37.1% | +3.7% |
| 1Y | +21.8% | +52.2% | -30.5% | +4.3% |
| 3Y | +114.4% | +131.4% | -17.0% | +54.5% |
| All | +79.1% | +160.7% | -81.5% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 5y: compounded portfolio wealth divided by compounded ARMK 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…
5y analysis · Full analysis span regression · 6 months rolling