+609.5%
MTUM vs AWK
+343.6%
+265.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +4.1% | +0.6% | +3.5% | +3.9% |
| 30D | +0.6% | +4.3% | -3.7% | -0.6% |
| 3M | -0.6% | +12.5% | -13.2% | -4.5% |
| 6M | +25.3% | +3.3% | +22.0% | +23.2% |
| YTD | +23.8% | +9.8% | +14.0% | +19.1% |
| 1Y | +25.4% | +2.9% | +22.5% | +22.7% |
| 3Y | +117.3% | +9.6% | +107.7% | +102.1% |
| 5Y | +79.7% | -16.7% | +96.3% | +84.6% |
| 10Y | +359.6% | +136.1% | +223.5% | +213.3% |
| All | +609.5% | +343.6% | +265.9% | +283.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling