+291.4%
MRVL vs AWK
-17.0%
+308.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +13.8% | +0.6% | +13.2% | +13.9% |
| 30D | +12.7% | +4.3% | +8.4% | +12.9% |
| 3M | -11.9% | +12.5% | -24.5% | -11.7% |
| 6M | +153.8% | +3.3% | +150.5% | +155.3% |
| YTD | +177.0% | +9.8% | +167.2% | +177.7% |
| 1Y | +252.3% | +2.9% | +249.4% | +254.4% |
| 3Y | +325.5% | +9.6% | +315.9% | +305.0% |
| All | +291.4% | -17.0% | +308.4% | +316.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling