+8.6%
AA vs EPAM
-4.9%
+13.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.9% | +6.8% | +2.8% |
| 7D | +0.9% | +13.4% | -12.5% | +1.3% |
| 30D | -6.7% | +47.1% | -53.8% | -7.0% |
| 3M | -16.3% | +71.2% | -87.5% | -16.7% |
| 6M | -37.1% | +48.9% | -86.0% | -36.4% |
| YTD | -25.0% | -22.2% | -2.8% | -22.1% |
| 1Y | +8.6% | -5.2% | +13.8% | -8.0% |
| All | +8.6% | -4.9% | +13.5% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling