+79.3%
AG vs EPAM
+156.9%
-77.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -4.0% | +18.5% | -22.6% | -6.5% |
| 30D | -13.1% | +44.0% | -57.1% | -17.7% |
| 3M | -22.0% | +63.0% | -85.0% | -27.5% |
| 6M | -37.3% | +67.3% | -104.5% | -42.3% |
| YTD | -11.2% | -20.5% | +9.4% | -10.0% |
| 1Y | +23.9% | -9.6% | +33.6% | +23.3% |
| 3Y | +225.1% | -30.8% | +256.0% | +227.1% |
| 5Y | +7.7% | -75.6% | +83.4% | +24.4% |
| All | +79.3% | +156.9% | -77.6% | +86.8% |
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