+298.0%
AFL vs EPAM
+65.2%
+232.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.5% |
| 7D | -0.7% | -0.9% | +0.1% | -0.6% |
| 30D | -7.1% | +18.4% | -25.5% | -9.3% |
| 3M | +0.4% | +19.2% | -18.8% | -2.7% |
| 6M | +4.5% | -21.0% | +25.5% | +7.0% |
| YTD | +6.1% | -43.7% | +49.8% | +13.2% |
| 1Y | +10.6% | -29.9% | +40.4% | +13.8% |
| 3Y | +64.0% | -56.5% | +120.6% | +76.4% |
| 5Y | +133.7% | -81.7% | +215.4% | +178.7% |
| 10Y | +298.0% | +64.5% | +233.5% | +165.2% |
| All | +298.0% | +65.2% | +232.8% | +165.2% |
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