+12.4%
AA vs EPAM
-81.9%
+94.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.6% |
| 7D | -0.7% | +2.0% | -2.6% | -1.1% |
| 30D | +5.0% | +6.5% | -1.5% | +3.3% |
| 3M | -35.8% | +19.9% | -55.8% | -38.7% |
| 6M | -18.4% | -16.9% | -1.5% | -16.2% |
| YTD | -5.5% | -42.9% | +37.4% | +4.3% |
| 1Y | +61.0% | -30.4% | +91.3% | +69.2% |
| 3Y | +66.2% | -54.7% | +120.9% | +85.5% |
| All | +12.4% | -81.9% | +94.3% | +38.4% |
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 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