+8.2%
AG vs EPAM
+751.2%
-743.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.7% |
| 7D | +1.0% | +2.0% | -0.9% | +0.8% |
| 30D | +19.2% | +6.5% | +12.6% | +18.1% |
| 3M | +6.2% | +19.9% | -13.8% | +3.5% |
| 6M | -26.7% | -16.9% | -9.7% | -25.6% |
| YTD | +26.1% | -42.9% | +69.0% | +33.1% |
| 1Y | +131.7% | -30.4% | +162.0% | +138.2% |
| 3Y | +255.3% | -54.7% | +310.1% | +277.0% |
| 5Y | +61.9% | -81.8% | +143.7% | +85.0% |
| 10Y | +72.0% | +65.5% | +6.6% | +62.0% |
| All | +8.2% | +751.2% | -743.0% | -18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling