+52.2%
MTUM vs AVAV
+28.1%
+24.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.8% | -1.7% |
| 7D | +6.6% | +4.2% | +2.4% | +6.1% |
| 30D | -10.8% | -2.6% | -8.3% | -10.7% |
| 3M | -13.8% | -38.0% | +24.2% | -9.4% |
| 6M | -10.7% | -27.0% | +16.3% | -8.8% |
| YTD | +9.1% | -51.4% | +60.5% | +14.9% |
| 1Y | +11.4% | -60.2% | +71.6% | +20.0% |
| 3Y | +88.8% | -6.7% | +95.5% | +76.6% |
| All | +52.2% | +28.1% | +24.1% | +26.0% |
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