-14.8%
AA vs EPAM
-77.4%
+62.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.9% | +6.8% | +3.6% |
| 7D | +0.9% | +13.4% | -12.5% | -2.1% |
| 30D | -6.7% | +47.1% | -53.8% | -14.3% |
| 3M | -16.3% | +71.2% | -87.5% | -25.6% |
| 6M | -37.1% | +48.9% | -86.0% | -43.2% |
| YTD | -25.0% | -22.2% | -2.8% | -22.8% |
| 1Y | +8.6% | -5.2% | +13.8% | +6.7% |
| 3Y | +57.2% | -34.9% | +92.2% | +62.2% |
| All | -14.8% | -77.4% | +62.6% | +6.9% |
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