+519.3%
MTUM vs ARMK
+357.2%
+162.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.2% | +0.9% |
| 7D | +4.1% | +1.7% | +2.4% | +3.7% |
| 30D | -0.2% | +3.1% | -3.3% | -1.1% |
| 3M | -1.9% | +9.2% | -11.1% | -4.2% |
| 6M | +28.1% | +43.7% | -15.6% | +16.8% |
| YTD | +23.6% | +57.4% | -33.8% | +10.0% |
| 1Y | +26.1% | +51.9% | -25.7% | +13.1% |
| 3Y | +116.8% | +125.4% | -8.6% | +75.1% |
| 5Y | +80.0% | +149.1% | -69.1% | +40.5% |
| 10Y | +346.4% | +135.4% | +211.0% | +253.2% |
| All | +519.3% | +357.2% | +162.1% | +328.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling