-21.8%
AG vs EPAM
+1,058.6%
-1,080.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.7% | +2.2% |
| 7D | +6.3% | +13.4% | -7.1% | +4.5% |
| 30D | -8.9% | +47.1% | -56.0% | -13.3% |
| 3M | -12.2% | +71.2% | -83.4% | -17.9% |
| 6M | -28.3% | +48.9% | -77.2% | -32.4% |
| YTD | -8.8% | -22.2% | +13.4% | -7.6% |
| 1Y | +39.4% | -5.2% | +44.5% | +37.8% |
| 3Y | +229.4% | -34.9% | +264.4% | +233.6% |
| 5Y | +14.5% | -77.4% | +91.9% | +27.2% |
| 10Y | +82.7% | +158.1% | -75.4% | +63.7% |
| All | -21.8% | +1,058.6% | -1,080.4% | -43.2% |
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