+18.4%
MARA vs AWK
+9.9%
+8.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +13.8% | +0.6% | +13.2% | +13.9% |
| 30D | +24.7% | +4.3% | +20.4% | +25.5% |
| 3M | -10.4% | +12.5% | -23.0% | -9.3% |
| 6M | +37.6% | +3.3% | +34.3% | +39.9% |
| YTD | +32.7% | +9.8% | +23.0% | +35.1% |
| 1Y | -25.2% | +2.9% | -28.1% | -23.6% |
| All | +18.4% | +9.9% | +8.5% | +17.3% |
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