+18.7%
AEM vs EPAM
-15.2%
+33.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.6% | +10.3% | +9.7% |
| 7D | +0.2% | +0.8% | -0.6% | +0.2% |
| 30D | +0.1% | +24.9% | -24.9% | -1.3% |
| 3M | +22.1% | +22.6% | -0.5% | +19.9% |
| 6M | +2.4% | +24.2% | -21.8% | +1.1% |
| YTD | +8.9% | -33.0% | +41.9% | +10.2% |
| 1Y | +18.7% | -13.3% | +32.0% | +8.6% |
| All | +18.7% | -15.2% | +33.9% | +8.6% |
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 · 6 months rolling