+79.4%
MRVL vs AWK
+19.4%
+60.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.4% | -6.0% | -3.2% |
| 7D | +11.0% | +0.1% | +10.9% | +11.4% |
| 30D | -36.1% | +14.3% | -50.4% | -26.6% |
| 3M | -29.4% | +10.3% | -39.7% | -20.8% |
| 6M | -11.9% | +18.9% | -30.8% | +5.0% |
| YTD | +84.8% | +17.7% | +67.1% | +122.6% |
| 1Y | +79.4% | +16.9% | +62.6% | +115.6% |
| All | +79.4% | +19.4% | +60.0% | +115.6% |
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