-20.9%
AFRM vs EPAM
-81.9%
+60.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.3% | -1.3% |
| 7D | -7.0% | +2.0% | -8.9% | -8.0% |
| 30D | -7.8% | +6.5% | -14.3% | -11.8% |
| 3M | +5.3% | +19.9% | -14.6% | -7.9% |
| 6M | +42.6% | -16.9% | +59.6% | +53.0% |
| YTD | -2.8% | -42.9% | +40.1% | +26.5% |
| 1Y | -19.3% | -30.4% | +11.1% | -7.3% |
| 3Y | +231.0% | -54.7% | +285.7% | +355.4% |
| All | -20.9% | -81.9% | +60.9% | +126.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling