+987.9%
MRNA vs AWK
+20.7%
+967.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +2.2% | +10.9% | +12.6% |
| 7D | +20.6% | +7.0% | +13.6% | +19.0% |
| 30D | +27.1% | +17.0% | +10.1% | +21.0% |
| 3M | +353.4% | +12.4% | +341.0% | +347.8% |
| 6M | +446.3% | +19.6% | +426.7% | +448.4% |
| YTD | +776.2% | +17.0% | +759.1% | +781.3% |
| 1Y | +987.9% | +20.0% | +967.9% | +990.0% |
| All | +987.9% | +20.7% | +967.3% | +990.0% |
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 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