-19.3%
AFRM vs EPAM
-32.1%
+12.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.3% | -2.0% |
| 7D | -7.0% | +2.0% | -8.9% | -7.5% |
| 30D | -7.8% | +6.5% | -14.3% | -9.7% |
| 3M | +5.3% | +19.9% | -14.6% | -0.8% |
| 6M | +42.6% | -16.9% | +59.6% | +55.5% |
| YTD | -2.8% | -42.9% | +40.1% | +19.5% |
| 1Y | -19.3% | -30.4% | +11.1% | -13.9% |
| All | -19.3% | -32.1% | +12.8% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling