+595.4%
AEM vs EPAM
+1,058.6%
-463.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.2% | +1.5% |
| 7D | +15.8% | +13.4% | +2.5% | +14.9% |
| 30D | +6.2% | +47.1% | -40.9% | +3.7% |
| 3M | +14.3% | +71.2% | -56.8% | +10.7% |
| 6M | +1.4% | +48.9% | -47.5% | -1.4% |
| YTD | +13.7% | -22.2% | +36.0% | +14.4% |
| 1Y | +21.3% | -5.2% | +26.5% | +20.7% |
| 3Y | +309.9% | -34.9% | +344.8% | +312.7% |
| 5Y | +301.0% | -77.4% | +378.4% | +321.5% |
| 10Y | +344.0% | +158.1% | +186.0% | +327.2% |
| All | +595.4% | +1,058.6% | -463.2% | +465.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling