+10.2%
MTUM vs AWK
+20.7%
-10.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -0.8% |
| 7D | -10.1% | +7.0% | -17.1% | -6.9% |
| 30D | -15.6% | +17.0% | -32.6% | -8.6% |
| 3M | -12.7% | +12.4% | -25.1% | -7.1% |
| 6M | -3.7% | +19.6% | -23.3% | +5.6% |
| YTD | +9.4% | +17.0% | -7.6% | +19.7% |
| 1Y | +10.2% | +20.0% | -9.8% | +21.2% |
| All | +10.2% | +20.7% | -10.4% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling