+220.9%
AFRM vs EPAM
-31.1%
+251.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +20.6% | -28.5% | -14.0% |
| 7D | -6.9% | +23.0% | -29.9% | -13.8% |
| 30D | -7.0% | +51.6% | -58.6% | -20.1% |
| 3M | -11.2% | +50.8% | -62.0% | -24.2% |
| 6M | +4.3% | +51.1% | -46.9% | -12.0% |
| YTD | -6.4% | -19.1% | +12.7% | +0.2% |
| 1Y | -2.6% | +3.0% | -5.6% | -6.0% |
| All | +220.9% | -31.1% | +251.9% | +244.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling