+634.5%
MRNA vs AWK
+67.8%
+566.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.9% |
| 7D | -8.2% | -0.7% | -7.5% | -8.0% |
| 30D | +125.6% | +2.8% | +122.8% | +123.8% |
| 3M | +197.1% | +11.3% | +185.7% | +186.8% |
| 6M | +148.5% | +6.7% | +141.8% | +142.1% |
| YTD | +363.3% | +9.4% | +353.9% | +347.0% |
| 1Y | +462.0% | +3.7% | +458.3% | +450.5% |
| 3Y | +26.9% | +9.2% | +17.7% | +18.6% |
| 5Y | -69.6% | -15.7% | -53.9% | -69.0% |
| All | +634.5% | +67.8% | +566.8% | +411.7% |
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