+144.8%
AFL vs EPAM
-77.4%
+222.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.1% | -1.5% |
| 7D | +0.1% | +13.4% | -13.2% | -0.8% |
| 30D | +10.0% | +47.1% | -37.0% | +7.0% |
| 3M | -1.6% | +71.2% | -72.7% | -5.3% |
| 6M | +10.5% | +48.9% | -38.4% | +6.8% |
| YTD | +14.3% | -22.2% | +36.5% | +15.3% |
| 1Y | +11.4% | -5.2% | +16.6% | +10.7% |
| 3Y | +62.4% | -34.9% | +97.4% | +63.1% |
| All | +144.8% | -77.4% | +222.2% | +159.6% |
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