-90.5%
MARA vs AWK
+458.5%
-549.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +6.0% | +1.7% | +4.3% | +5.7% |
| 30D | +0.6% | +5.6% | -4.9% | -0.6% |
| 3M | -18.5% | +15.9% | -34.4% | -21.7% |
| 6M | +21.7% | +4.6% | +17.2% | +19.7% |
| YTD | +25.9% | +10.1% | +15.9% | +22.1% |
| 1Y | -25.1% | +2.1% | -27.2% | -26.3% |
| 3Y | -5.7% | +9.8% | -15.6% | -11.1% |
| 5Y | -73.9% | -15.4% | -58.6% | -74.1% |
| 10Y | -75.6% | +129.4% | -205.0% | -78.8% |
| All | -90.5% | +458.5% | -549.1% | -94.0% |
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