+65.7%
AG vs EPAM
+157.4%
-91.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.4% |
| 7D | -10.0% | +2.4% | -12.4% | -10.3% |
| 30D | -10.5% | +42.3% | -52.8% | -15.1% |
| 3M | -27.3% | +60.7% | -87.9% | -32.2% |
| 6M | -43.0% | +80.5% | -123.5% | -48.1% |
| YTD | -17.9% | -20.4% | +2.5% | -16.8% |
| 1Y | +11.9% | -9.6% | +21.5% | +11.3% |
| 3Y | +201.8% | -30.5% | +232.3% | +203.4% |
| 5Y | -0.1% | -75.7% | +75.6% | +15.5% |
| All | +65.7% | +157.4% | -91.7% | +72.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling