0.0%
MRVL vs AWK
+19.2%
-19.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -4.0% |
| 7D | +23.1% | -2.6% | +25.7% | +17.7% |
| 30D | -38.8% | +14.2% | -53.0% | -22.7% |
| 3M | -24.2% | +10.0% | -34.3% | -9.0% |
| 6M | 0.0% | +17.1% | -17.1% | +41.0% |
| All | 0.0% | +19.2% | -19.2% | +41.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling