+249.0%
AEM vs EPAM
-75.7%
+324.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -6.8% | +2.4% | -9.3% | -7.0% |
| 30D | +0.8% | +42.3% | -41.5% | -1.4% |
| 3M | -0.8% | +60.7% | -61.5% | -3.8% |
| 6M | -8.5% | +80.5% | -89.0% | -12.1% |
| YTD | +5.9% | -20.4% | +26.3% | +6.5% |
| 1Y | +6.6% | -9.6% | +16.2% | +6.3% |
| 3Y | +302.2% | -30.5% | +332.7% | +304.0% |
| All | +249.0% | -75.7% | +324.7% | +267.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling