+45.0%
AA vs EPAM
+168.6%
-123.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.7% | -9.1% | -5.6% |
| 7D | +1.2% | +18.8% | -17.6% | -4.4% |
| 30D | -5.0% | +44.9% | -50.0% | -15.3% |
| 3M | -22.2% | +68.6% | -90.8% | -33.7% |
| 6M | -36.3% | +65.4% | -101.7% | -46.6% |
| YTD | -24.2% | -19.9% | -4.3% | -22.7% |
| 1Y | +3.9% | -10.0% | +13.9% | +2.1% |
| 3Y | +67.6% | -30.3% | +97.8% | +70.4% |
| 5Y | -8.8% | -75.7% | +66.8% | +21.2% |
| 10Y | +45.0% | +167.2% | -122.2% | -26.5% |
| All | +45.0% | +168.6% | -123.7% | -26.5% |
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 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