+1,290.2%
AAOI vs EPAM
-82.0%
+1,372.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | +2.9% | -4.5% | +7.4% | +4.2% |
| 30D | -23.1% | +14.6% | -37.7% | -26.7% |
| 3M | -41.0% | +23.1% | -64.1% | -46.3% |
| 6M | -14.3% | -19.5% | +5.2% | -10.5% |
| YTD | +196.3% | -44.1% | +240.4% | +245.2% |
| 1Y | +272.6% | -25.2% | +297.8% | +287.3% |
| 3Y | +775.3% | -56.8% | +832.2% | +984.8% |
| 5Y | +1,290.2% | -81.7% | +1,371.9% | +2,082.1% |
| All | +1,290.2% | -82.0% | +1,372.1% | +2,082.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling