+59.4%
AG vs EPAM
+66.7%
-7.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.6% |
| 7D | +1.0% | +2.0% | -0.9% | +0.7% |
| 30D | +19.2% | +6.5% | +12.6% | +17.9% |
| 3M | +6.2% | +19.9% | -13.8% | +3.0% |
| 6M | -26.7% | -16.9% | -9.7% | -25.4% |
| YTD | +26.1% | -42.9% | +69.0% | +34.6% |
| 1Y | +131.7% | -30.4% | +162.0% | +139.5% |
| 3Y | +255.3% | -54.7% | +310.1% | +281.5% |
| 5Y | +61.9% | -81.8% | +143.7% | +95.1% |
| All | +59.4% | +66.7% | -7.3% | +65.3% |
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 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