+457.2%
AWK vs EPAM
+751.2%
-294.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | +0.1% |
| 7D | +1.7% | +2.0% | -0.2% | +1.5% |
| 30D | +5.6% | +6.5% | -1.0% | +4.7% |
| 3M | +15.9% | +19.9% | -4.1% | +13.3% |
| 6M | +4.6% | -16.9% | +21.5% | +5.8% |
| YTD | +10.1% | -42.9% | +52.9% | +15.1% |
| 1Y | +2.1% | -30.4% | +32.5% | +4.3% |
| 3Y | +9.8% | -54.7% | +64.6% | +15.5% |
| 5Y | -15.4% | -81.8% | +66.5% | -4.6% |
| 10Y | +129.4% | +65.5% | +64.0% | +98.3% |
| All | +457.2% | +751.2% | -294.0% | +332.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling