+155.5%
AWK vs EPAM
+170.1%
-14.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -1.0% |
| 7D | +4.1% | +13.4% | -9.3% | +2.4% |
| 30D | +18.0% | +47.1% | -29.1% | +12.7% |
| 3M | +12.2% | +71.2% | -59.0% | +5.2% |
| 6M | +21.2% | +48.9% | -27.7% | +14.7% |
| YTD | +17.6% | -22.2% | +39.8% | +19.2% |
| 1Y | +19.2% | -5.2% | +24.4% | +17.8% |
| 3Y | +26.7% | -34.9% | +61.7% | +28.4% |
| 5Y | -1.3% | -77.4% | +76.1% | +15.8% |
| All | +155.5% | +170.1% | -14.6% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 10y: compounded portfolio wealth divided by compounded EPAM 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…
10y analysis · Full analysis span regression · 6 months rolling