+75.7%
AA vs EPAM
-36.8%
+112.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.6% | +7.3% | +6.0% |
| 7D | +4.8% | +9.1% | -4.2% | +2.7% |
| 30D | -0.6% | +38.5% | -39.1% | -7.5% |
| 3M | -16.3% | +61.0% | -77.2% | -24.7% |
| 6M | -33.4% | +58.0% | -91.4% | -40.7% |
| YTD | -20.7% | -23.5% | +2.8% | -14.8% |
| 1Y | +12.9% | -10.5% | +23.5% | +14.9% |
| 3Y | +75.7% | -33.8% | +109.5% | +59.6% |
| All | +75.7% | -36.8% | +112.5% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling