+26.0%
AG vs EPAM
-7.6%
+33.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.7% | -10.5% | -5.9% |
| 7D | +6.0% | +18.8% | -12.8% | +5.5% |
| 30D | -13.5% | +44.9% | -58.5% | -15.2% |
| 3M | -20.7% | +68.6% | -89.3% | -23.0% |
| 6M | -31.5% | +65.4% | -97.0% | -33.2% |
| YTD | -10.1% | -19.9% | +9.7% | -8.9% |
| 1Y | +26.0% | -10.0% | +36.0% | +9.1% |
| All | +26.0% | -7.6% | +33.6% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling