+2,007.8%
MRVL vs AWK
+969.7%
+1,038.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.1% | +7.2% | +7.1% |
| 7D | +3.2% | +1.7% | +1.5% | +2.7% |
| 30D | +5.9% | +5.6% | +0.4% | +4.1% |
| 3M | -29.3% | +15.9% | -45.2% | -33.2% |
| 6M | +186.5% | +4.6% | +181.9% | +179.1% |
| YTD | +163.4% | +10.1% | +153.4% | +151.9% |
| 1Y | +249.5% | +2.1% | +247.4% | +240.5% |
| 3Y | +289.4% | +9.8% | +279.5% | +250.3% |
| 5Y | +270.2% | -15.4% | +285.6% | +270.9% |
| 10Y | +1,748.8% | +129.4% | +1,619.4% | +1,064.8% |
| All | +2,007.8% | +969.7% | +1,038.2% | +444.3% |
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 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