+499.5%
MRNA vs AWK
+1.8%
+497.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +5.5% | +1.7% | +3.7% | +4.6% |
| 30D | +158.7% | +5.6% | +153.2% | +156.7% |
| 3M | +182.1% | +15.9% | +166.3% | +184.6% |
| 6M | +151.8% | +4.6% | +147.2% | +153.7% |
| YTD | +393.6% | +10.1% | +383.5% | +396.7% |
| 1Y | +499.5% | +2.1% | +497.4% | +513.3% |
| All | +499.5% | +1.8% | +497.7% | +513.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling