+53.0%
AAL vs EPAM
+751.2%
-698.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.1% |
| 6M | +5.4% | -16.9% | +22.3% | +8.7% |
| YTD | -14.4% | -42.9% | +28.5% | -3.3% |
| 1Y | +2.1% | -30.4% | +32.5% | +8.9% |
| 3Y | -10.6% | -54.7% | +44.2% | +3.2% |
| 5Y | -32.2% | -81.8% | +49.6% | -10.5% |
| 10Y | -62.7% | +65.5% | -128.2% | -72.5% |
| All | +53.0% | +751.2% | -698.2% | -15.2% |
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