+340.9%
AFL vs EPAM
+163.7%
+177.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | +0.5% | +9.1% | -8.5% | -0.9% |
| 30D | +9.3% | +38.5% | -29.2% | +4.3% |
| 3M | +1.0% | +61.0% | -60.0% | -5.8% |
| 6M | +11.8% | +58.0% | -46.2% | +3.7% |
| YTD | +15.3% | -23.5% | +38.8% | +17.6% |
| 1Y | +12.1% | -10.5% | +22.6% | +11.5% |
| 3Y | +65.0% | -33.8% | +98.8% | +66.5% |
| 5Y | +149.1% | -78.1% | +227.3% | +196.7% |
| 10Y | +340.9% | +157.7% | +183.2% | +176.4% |
| All | +340.9% | +163.7% | +177.2% | +176.4% |
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 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