+959.5%
AAOI vs EPAM
+235.7%
+723.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.4% | +7.5% | +5.9% |
| 7D | -0.7% | +2.0% | -2.6% | -1.4% |
| 30D | -17.9% | +6.5% | -24.4% | -20.5% |
| 3M | -48.0% | +19.9% | -67.9% | -52.7% |
| 6M | +5.8% | -16.9% | +22.8% | +8.4% |
| YTD | +202.7% | -42.9% | +245.6% | +248.1% |
| 1Y | +352.5% | -30.4% | +382.9% | +378.7% |
| 3Y | +657.0% | -54.7% | +711.8% | +829.8% |
| 5Y | +1,267.0% | -81.8% | +1,348.8% | +1,990.7% |
| 10Y | +502.7% | +65.5% | +437.2% | +339.3% |
| All | +959.5% | +235.7% | +723.8% | +645.4% |
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