+229.9%
AFRM vs EPAM
-54.6%
+284.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.3% | -1.7% |
| 7D | -7.0% | +2.0% | -8.9% | -7.7% |
| 30D | -7.8% | +6.5% | -14.3% | -10.7% |
| 3M | +5.3% | +19.9% | -14.6% | -4.1% |
| 6M | +42.6% | -16.9% | +59.6% | +53.2% |
| YTD | -2.8% | -42.9% | +40.1% | +21.9% |
| 1Y | -19.3% | -30.4% | +11.1% | -8.7% |
| All | +229.9% | -54.6% | +284.5% | +263.3% |
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