+137.6%
AFL vs EPAM
-81.9%
+219.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.8% |
| 7D | +0.6% | +2.0% | -1.4% | +0.5% |
| 30D | -6.2% | +6.5% | -12.7% | -6.7% |
| 3M | +2.2% | +19.9% | -17.8% | +0.5% |
| 6M | +5.3% | -16.9% | +22.2% | +6.1% |
| YTD | +8.0% | -42.9% | +50.8% | +11.4% |
| 1Y | +10.2% | -30.4% | +40.6% | +11.9% |
| 3Y | +67.1% | -54.7% | +121.8% | +72.1% |
| All | +137.6% | -81.9% | +219.4% | +147.0% |
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 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