+17.1%
AGG vs EPAM
+167.8%
-150.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -0.8% |
| 7D | -0.1% | +18.8% | -18.9% | -0.3% |
| 30D | +1.4% | +44.9% | -43.6% | +0.8% |
| 3M | -0.7% | +68.6% | -69.3% | -1.4% |
| 6M | -1.3% | +65.4% | -66.7% | -2.1% |
| YTD | -0.7% | -19.9% | +19.2% | -0.6% |
| 1Y | -0.3% | -10.0% | +9.7% | -0.4% |
| 3Y | +14.6% | -30.3% | +44.8% | +14.6% |
| 5Y | -1.1% | -75.7% | +74.6% | +0.2% |
| All | +17.1% | +167.8% | -150.7% | +17.4% |
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 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