-94.4%
AAOX vs EPAM
+17.2%
-111.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.6% | +10.5% | +7.1% |
| 7D | -35.9% | +9.1% | -44.9% | -18.2% |
| 30D | -81.6% | +38.5% | -120.1% | -70.3% |
| 3M | -90.3% | +61.0% | -151.3% | -81.7% |
| 6M | -95.7% | +58.0% | -153.7% | -88.5% |
| All | -94.4% | +17.2% | -111.6% | -86.1% |
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 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