-68.8%
AAOX vs EPAM
-12.5%
-56.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -2.4% | +12.9% | +8.6% |
| 7D | -2.5% | +2.0% | -4.5% | -0.9% |
| 30D | -41.1% | +6.5% | -47.6% | -37.1% |
| 3M | -84.7% | +19.9% | -104.6% | -77.9% |
| All | -68.8% | -12.5% | -56.3% | -51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling