+604.3%
MTUM vs AZO
+650.9%
-46.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | +0.7% | -3.6% | +4.3% | +1.8% |
| 30D | -2.4% | -5.6% | +3.1% | -0.9% |
| 3M | -3.6% | -6.6% | +3.0% | -2.4% |
| 6M | +23.7% | -22.5% | +46.2% | +32.3% |
| YTD | +22.9% | -15.2% | +38.1% | +27.2% |
| 1Y | +21.8% | -33.9% | +55.7% | +36.5% |
| 3Y | +114.4% | +11.8% | +102.6% | +96.7% |
| 5Y | +79.6% | +85.5% | -6.0% | +34.9% |
| 10Y | +356.2% | +298.2% | +58.0% | +159.0% |
| All | +604.3% | +650.9% | -46.6% | +221.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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