-21.6%
AFRM vs EPAM
-58.8%
+37.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.6% | +5.6% | +5.4% |
| 7D | +3.1% | +0.8% | +2.3% | +2.4% |
| 30D | +1.1% | +24.9% | -23.8% | -11.1% |
| 3M | -3.2% | +22.6% | -25.8% | -15.3% |
| 6M | +12.7% | +24.2% | -11.5% | -5.0% |
| YTD | +1.6% | -33.0% | +34.5% | +20.2% |
| 1Y | +5.9% | -13.3% | +19.2% | +6.7% |
| 3Y | +237.0% | -42.9% | +279.9% | +298.2% |
| 5Y | -55.1% | -80.8% | +25.7% | +27.6% |
| All | -21.6% | -58.8% | +37.2% | -2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling