-8.2%
AAL vs EPAM
-54.6%
+46.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.9% |
| 7D | -3.7% | +2.0% | -5.7% | -4.3% |
| 30D | -20.8% | +6.5% | -27.3% | -22.5% |
| 3M | -1.3% | +19.9% | -21.2% | -7.2% |
| 6M | +5.4% | -16.9% | +22.3% | +10.0% |
| YTD | -14.4% | -42.9% | +28.5% | -0.7% |
| 1Y | +2.1% | -30.4% | +32.5% | +10.1% |
| All | -8.2% | -54.6% | +46.4% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling