-66.3%
MARA vs AWK
-17.6%
-48.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.5% | +6.3% | +5.2% |
| 7D | +5.9% | -2.1% | +8.1% | +6.5% |
| 30D | +24.3% | +2.1% | +22.2% | +23.3% |
| 3M | -12.0% | +11.4% | -23.4% | -15.7% |
| 6M | +40.1% | +3.9% | +36.2% | +37.2% |
| YTD | +33.4% | +7.7% | +25.7% | +28.4% |
| 1Y | -23.7% | +1.3% | -25.0% | -25.0% |
| 3Y | +19.0% | +7.2% | +11.8% | +7.1% |
| All | -66.3% | -17.6% | -48.8% | -69.1% |
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