-94.2%
MARA vs AWK
+497.4%
-591.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -3.2% |
| 7D | +10.1% | +0.1% | +9.9% | +10.1% |
| 30D | -15.1% | +14.3% | -29.3% | -17.5% |
| 3M | -24.1% | +10.3% | -34.4% | -25.9% |
| 6M | -45.2% | +18.9% | -64.1% | -47.7% |
| YTD | -22.2% | +17.7% | -39.9% | -25.7% |
| 1Y | -45.3% | +16.9% | -62.2% | -47.8% |
| 3Y | -23.9% | +32.2% | -56.0% | -31.9% |
| 5Y | -90.8% | -2.2% | -88.6% | -91.1% |
| 10Y | -81.0% | +156.1% | -237.1% | -83.8% |
| All | -94.2% | +497.4% | -591.6% | -96.4% |
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 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