+77.3%
MTUM vs AVAV
+58.4%
+18.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.4% | -2.5% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | -1.7% | -25.0% | +23.3% | +1.4% |
| 3M | -0.5% | -15.0% | +14.5% | +0.4% |
| 6M | +22.3% | -33.6% | +56.0% | +26.2% |
| YTD | +21.4% | -39.2% | +60.6% | +25.0% |
| 1Y | +20.0% | -40.5% | +60.5% | +23.2% |
| 3Y | +113.0% | +29.6% | +83.4% | +91.9% |
| 5Y | +77.3% | +56.7% | +20.6% | +51.3% |
| All | +77.3% | +58.4% | +18.8% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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