-15.6%
AA vs EPAM
-76.2%
+60.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.8% |
| 7D | +1.1% | +18.5% | -17.4% | -2.8% |
| 30D | -1.3% | +44.0% | -45.3% | -9.0% |
| 3M | -23.9% | +63.0% | -86.9% | -31.8% |
| 6M | -36.8% | +67.3% | -104.1% | -44.4% |
| YTD | -22.2% | -20.5% | -1.6% | -20.2% |
| 1Y | +10.4% | -9.6% | +20.0% | +9.7% |
| 3Y | +72.0% | -30.8% | +102.8% | +75.1% |
| 5Y | -15.6% | -75.6% | +60.0% | +2.2% |
| All | -15.6% | -76.2% | +60.6% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling