+117.1%
AA vs EPAM
+751.2%
-634.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.5% |
| 7D | -0.7% | +2.0% | -2.6% | -1.2% |
| 30D | +5.0% | +6.5% | -1.5% | +2.9% |
| 3M | -35.8% | +19.9% | -55.8% | -39.5% |
| 6M | -18.4% | -16.9% | -1.5% | -16.2% |
| YTD | -5.5% | -42.9% | +37.4% | +5.8% |
| 1Y | +61.0% | -30.4% | +91.3% | +70.3% |
| 3Y | +66.2% | -54.7% | +120.9% | +90.9% |
| 5Y | +11.4% | -81.8% | +93.2% | +48.5% |
| 10Y | +116.9% | +65.5% | +51.4% | +58.4% |
| All | +117.1% | +751.2% | -634.1% | +16.4% |
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 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