+114.4%
MTUM vs AWK
+7.8%
+106.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.0% |
| 7D | +0.7% | -2.1% | +2.9% | +0.3% |
| 30D | -2.4% | +2.1% | -4.5% | -2.0% |
| 3M | -3.6% | +11.4% | -15.0% | -1.9% |
| 6M | +23.7% | +3.9% | +19.7% | +25.1% |
| YTD | +22.9% | +7.7% | +15.2% | +24.9% |
| 1Y | +21.8% | +1.3% | +20.5% | +23.2% |
| 3Y | +114.4% | +7.2% | +107.3% | +119.8% |
| All | +114.4% | +7.8% | +106.7% | +119.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling