+41.6%
AA vs EPAM
+157.4%
-115.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.6% |
| 7D | +0.5% | +2.4% | -1.9% | -0.2% |
| 30D | -0.6% | +42.3% | -42.9% | -11.0% |
| 3M | -19.7% | +60.7% | -80.3% | -30.6% |
| 6M | -41.6% | +80.5% | -122.1% | -52.2% |
| YTD | -24.6% | -20.4% | -4.3% | -23.1% |
| 1Y | +4.9% | -9.6% | +14.5% | +2.9% |
| 3Y | +66.8% | -30.5% | +97.3% | +69.7% |
| 5Y | -19.4% | -75.7% | +56.3% | +7.1% |
| All | +41.6% | +157.4% | -115.8% | -28.4% |
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