-87.4%
MARA vs AWK
-2.4%
-84.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -3.2% |
| 7D | +10.1% | +0.1% | +9.9% | +10.0% |
| 30D | -15.1% | +14.3% | -29.3% | -18.3% |
| 3M | -24.1% | +10.3% | -34.4% | -26.4% |
| 6M | -45.2% | +18.9% | -64.1% | -48.8% |
| YTD | -22.2% | +17.7% | -39.9% | -27.3% |
| 1Y | -45.3% | +16.9% | -62.2% | -49.0% |
| 3Y | -23.9% | +32.2% | -56.0% | -41.1% |
| All | -87.4% | -2.4% | -84.9% | -89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling