+416.0%
AAOI vs EPAM
+74.2%
+341.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -1.0% | +1.0% |
| 7D | -0.2% | +0.7% | -0.9% | -0.4% |
| 30D | -23.7% | +17.6% | -41.3% | -28.6% |
| 3M | -39.0% | +27.1% | -66.1% | -46.2% |
| 6M | -17.0% | -17.0% | -0.1% | -14.6% |
| YTD | +202.2% | -42.4% | +244.7% | +251.1% |
| 1Y | +292.4% | -25.3% | +317.7% | +307.6% |
| 3Y | +804.4% | -55.7% | +860.1% | +1,038.9% |
| 5Y | +1,318.0% | -81.2% | +1,399.2% | +2,187.5% |
| All | +416.0% | +74.2% | +341.7% | +201.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling