+154.7%
AWK vs EPAM
+165.6%
-10.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | 0.0% | +18.5% | -18.5% | -2.1% |
| 30D | +15.5% | +44.0% | -28.5% | +10.6% |
| 3M | +10.0% | +63.0% | -53.0% | +3.7% |
| 6M | +20.4% | +67.3% | -46.8% | +12.4% |
| YTD | +17.1% | -20.5% | +37.6% | +18.4% |
| 1Y | +18.3% | -9.6% | +27.9% | +17.6% |
| 3Y | +30.4% | -30.8% | +61.2% | +30.9% |
| 5Y | -2.7% | -75.6% | +73.0% | +12.5% |
| 10Y | +154.7% | +159.6% | -4.9% | +77.8% |
| All | +154.7% | +165.6% | -10.9% | +77.8% |
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