+249.5%
MRVL vs AWK
+1.8%
+247.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.1% | +7.2% | +7.0% |
| 7D | +3.2% | +1.7% | +1.5% | +4.5% |
| 30D | +5.9% | +5.6% | +0.4% | +10.4% |
| 3M | -29.3% | +15.9% | -45.2% | -21.8% |
| 6M | +186.5% | +4.6% | +181.9% | +205.9% |
| YTD | +163.4% | +10.1% | +153.4% | +189.1% |
| 1Y | +249.5% | +2.1% | +247.4% | +253.3% |
| All | +249.5% | +1.8% | +247.7% | +253.3% |
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