-2.6%
AFRM vs EPAM
+4.5%
-7.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +20.6% | -28.5% | -11.2% |
| 7D | -6.9% | +23.0% | -29.9% | -10.8% |
| 30D | -7.0% | +51.6% | -58.6% | -15.6% |
| 3M | -11.2% | +50.8% | -62.0% | -19.7% |
| 6M | +4.3% | +51.1% | -46.9% | -4.7% |
| YTD | -6.4% | -19.1% | +12.7% | +2.6% |
| 1Y | -2.6% | +3.0% | -5.6% | -18.7% |
| All | -2.6% | +4.5% | -7.1% | -18.7% |
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 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