-3.3%
AWK vs EPAM
-75.7%
+72.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +0.1% | +2.4% | -2.3% | 0.0% |
| 30D | +14.3% | +42.3% | -28.1% | +12.0% |
| 3M | +10.3% | +60.7% | -50.4% | +7.3% |
| 6M | +18.9% | +80.5% | -61.5% | +14.7% |
| YTD | +17.7% | -20.4% | +38.1% | +18.2% |
| 1Y | +16.9% | -9.6% | +26.5% | +16.4% |
| 3Y | +32.2% | -30.5% | +62.7% | +32.7% |
| All | -3.3% | -75.7% | +72.5% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling