-29.3%
AFRM vs EPAM
-52.2%
+22.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.6% | -0.2% |
| 7D | -7.3% | +13.4% | -20.7% | -15.5% |
| 30D | -9.6% | +47.1% | -56.6% | -29.0% |
| 3M | -11.1% | +71.2% | -82.2% | -36.2% |
| 6M | +3.9% | +48.9% | -45.1% | -22.7% |
| YTD | -8.5% | -22.2% | +13.8% | -2.5% |
| 1Y | +3.3% | -5.2% | +8.4% | -2.5% |
| 3Y | +213.7% | -34.9% | +248.7% | +237.9% |
| 5Y | -58.5% | -77.4% | +18.9% | +4.5% |
| All | -29.3% | -52.2% | +22.9% | -20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling