+115.2%
AA vs EPAM
+66.7%
+48.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.5% |
| 7D | -0.7% | +2.0% | -2.6% | -1.3% |
| 30D | +5.0% | +6.5% | -1.5% | +2.6% |
| 3M | -35.8% | +19.9% | -55.8% | -39.9% |
| 6M | -18.4% | -16.9% | -1.5% | -15.8% |
| YTD | -5.5% | -42.9% | +37.4% | +7.4% |
| 1Y | +61.0% | -30.4% | +91.3% | +71.4% |
| 3Y | +66.2% | -54.7% | +120.9% | +93.8% |
| 5Y | +11.4% | -81.8% | +93.2% | +60.1% |
| All | +115.2% | +66.7% | +48.5% | +24.0% |
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