+15.1%
AGG vs EPAM
+63.0%
-48.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -0.2% | -2.2% | +2.0% | -0.1% |
| 30D | -0.2% | +17.8% | -18.0% | -0.4% |
| 3M | -0.7% | +19.9% | -20.6% | -1.0% |
| 6M | -1.8% | -21.6% | +19.8% | -1.5% |
| YTD | -0.6% | -44.0% | +43.4% | 0.0% |
| 1Y | +0.4% | -30.5% | +30.9% | +0.7% |
| 3Y | +13.2% | -56.8% | +69.9% | +14.0% |
| 5Y | -2.0% | -81.7% | +79.7% | -0.3% |
| 10Y | +15.1% | +68.4% | -53.4% | +16.1% |
| All | +15.1% | +63.0% | -48.0% | +16.1% |
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 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