+36.1%
MRNA vs AWK
+7.8%
+28.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.9% | +5.7% |
| 7D | -1.1% | -2.1% | +1.1% | -0.6% |
| 30D | +126.1% | +2.1% | +124.1% | +125.8% |
| 3M | +190.0% | +11.4% | +178.7% | +188.1% |
| 6M | +157.2% | +3.9% | +153.3% | +156.9% |
| YTD | +388.2% | +7.7% | +380.5% | +385.4% |
| 1Y | +467.0% | +1.3% | +465.7% | +468.1% |
| 3Y | +36.1% | +7.2% | +28.9% | +28.9% |
| All | +36.1% | +7.8% | +28.3% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling