+16.6%
AGG vs EPAM
+165.6%
-149.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -0.6% | +18.5% | -19.1% | -0.8% |
| 30D | +1.2% | +44.0% | -42.8% | +0.7% |
| 3M | -0.8% | +63.0% | -63.8% | -1.5% |
| 6M | -1.4% | +67.3% | -68.7% | -2.2% |
| YTD | -1.1% | -20.5% | +19.4% | -1.0% |
| 1Y | -1.0% | -9.6% | +8.6% | -1.1% |
| 3Y | +14.1% | -30.8% | +44.9% | +14.2% |
| 5Y | -1.3% | -75.6% | +74.4% | 0.0% |
| 10Y | +16.6% | +159.6% | -142.9% | +17.0% |
| All | +16.6% | +165.6% | -149.0% | +17.0% |
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