+97.8%
MTUM vs AUR
-35.7%
+133.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.1% |
| 7D | +0.7% | +1.4% | -0.7% | +0.6% |
| 30D | -2.4% | -6.4% | +4.0% | -2.0% |
| 3M | -3.6% | +7.7% | -11.4% | -4.5% |
| 6M | +23.7% | +44.5% | -20.8% | +18.9% |
| YTD | +22.9% | +67.4% | -44.5% | +16.4% |
| 1Y | +21.8% | +15.4% | +6.3% | +18.6% |
| 3Y | +114.4% | +94.8% | +19.6% | +90.1% |
| 5Y | +79.6% | -35.1% | +114.7% | +64.0% |
| All | +97.8% | -35.7% | +133.5% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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