+615.8%
AFL vs EPAM
+1,058.6%
-442.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.1% | -1.2% |
| 7D | +0.1% | +13.4% | -13.2% | -1.8% |
| 30D | +10.0% | +47.1% | -37.0% | +4.0% |
| 3M | -1.6% | +71.2% | -72.7% | -9.1% |
| 6M | +10.5% | +48.9% | -38.4% | +3.2% |
| YTD | +14.3% | -22.2% | +36.5% | +16.1% |
| 1Y | +11.4% | -5.2% | +16.6% | +9.8% |
| 3Y | +62.4% | -34.9% | +97.4% | +64.4% |
| 5Y | +144.8% | -77.4% | +222.2% | +177.9% |
| 10Y | +356.2% | +158.1% | +198.1% | +216.8% |
| All | +615.8% | +1,058.6% | -442.9% | +290.6% |
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 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