+576.2%
AFL vs EPAM
+751.2%
-175.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.6% |
| 7D | +0.6% | +2.0% | -1.4% | +0.3% |
| 30D | -6.2% | +6.5% | -12.7% | -7.3% |
| 3M | +2.2% | +19.9% | -17.8% | -1.1% |
| 6M | +5.3% | -16.9% | +22.2% | +7.0% |
| YTD | +8.0% | -42.9% | +50.8% | +14.9% |
| 1Y | +10.2% | -30.4% | +40.6% | +13.6% |
| 3Y | +67.1% | -54.7% | +121.8% | +78.5% |
| 5Y | +135.6% | -81.8% | +217.4% | +174.0% |
| 10Y | +299.4% | +65.5% | +233.9% | +196.1% |
| All | +576.2% | +751.2% | -175.0% | +286.7% |
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