+826.4%
AAOI vs EPAM
-57.0%
+883.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | +4.7% | -2.2% | +6.8% | +5.3% |
| 30D | -18.7% | +17.8% | -36.5% | -23.7% |
| 3M | -33.7% | +19.9% | -53.6% | -39.7% |
| 6M | -2.4% | -21.6% | +19.2% | +7.9% |
| YTD | +209.6% | -44.0% | +253.6% | +297.2% |
| 1Y | +355.0% | -30.5% | +385.5% | +401.7% |
| All | +826.4% | -57.0% | +883.5% | +1,045.3% |
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