+209.3%
AG vs EPAM
-29.8%
+239.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.6% | -5.9% | -5.3% |
| 7D | -6.0% | -1.1% | -4.9% | -6.0% |
| 30D | -14.3% | +41.8% | -56.2% | -16.3% |
| 3M | -26.9% | +63.4% | -90.3% | -29.4% |
| 6M | -42.1% | +72.2% | -114.3% | -44.4% |
| YTD | -15.9% | -20.0% | +4.2% | -14.7% |
| 1Y | +11.5% | -9.0% | +20.6% | +11.9% |
| All | +209.3% | -29.8% | +239.1% | +194.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling