+67.3%
AA vs EPAM
+1,105.1%
-1,037.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +20.6% | -26.0% | -10.3% |
| 7D | -3.7% | +23.0% | -26.7% | -9.3% |
| 30D | -10.8% | +51.6% | -62.4% | -20.4% |
| 3M | -19.1% | +50.8% | -69.9% | -28.2% |
| 6M | -38.7% | +51.1% | -89.8% | -46.4% |
| YTD | -27.1% | -19.1% | -8.0% | -26.1% |
| 1Y | +8.3% | +3.0% | +5.4% | +2.8% |
| 3Y | +49.6% | -31.2% | +80.7% | +52.6% |
| 5Y | -15.5% | -76.5% | +61.0% | +5.4% |
| 10Y | +60.9% | +168.4% | -107.6% | +3.9% |
| All | +67.3% | +1,105.1% | -1,037.8% | -18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling