+11.8%
AEM vs EPAM
-10.0%
+21.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.3% |
| 7D | +1.4% | +18.5% | -17.2% | +0.4% |
| 30D | -1.2% | +44.0% | -45.2% | -3.1% |
| 3M | +2.5% | +63.0% | -60.4% | +0.2% |
| 6M | -5.1% | +67.3% | -72.3% | -7.4% |
| YTD | +10.4% | -20.5% | +30.9% | +9.1% |
| 1Y | +11.8% | -9.6% | +21.4% | +5.4% |
| All | +11.8% | -10.0% | +21.8% | +5.4% |
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 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