+664.7%
MRK vs AWK
+967.2%
-302.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -0.9% | +2.2% | -3.1% | -1.7% |
| 30D | +15.5% | +4.4% | +11.0% | +13.7% |
| 3M | +25.1% | +15.4% | +9.7% | +18.9% |
| 6M | +30.1% | +3.5% | +26.6% | +28.2% |
| YTD | +43.1% | +9.8% | +33.3% | +37.9% |
| 1Y | +82.5% | +3.0% | +79.5% | +79.4% |
| 3Y | +49.3% | +9.7% | +39.7% | +41.0% |
| 5Y | +130.3% | -17.2% | +147.4% | +137.7% |
| 10Y | +234.3% | +126.1% | +108.3% | +122.0% |
| All | +664.7% | +967.2% | -302.5% | +122.5% |
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