+30.2%
AGG vs EPAM
+1,084.1%
-1,054.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -0.6% | +18.5% | -19.1% | -0.7% |
| 30D | +1.6% | +44.0% | -42.4% | +1.3% |
| 3M | -0.5% | +63.0% | -63.5% | -0.9% |
| 6M | -1.1% | +67.3% | -68.3% | -1.5% |
| YTD | -0.7% | -20.5% | +19.8% | -0.7% |
| 1Y | -0.7% | -9.6% | +9.0% | -0.7% |
| 3Y | +14.5% | -30.8% | +45.3% | +14.5% |
| 5Y | -0.9% | -75.6% | +74.7% | -0.5% |
| 10Y | +17.1% | +159.6% | -142.5% | +18.7% |
| All | +30.2% | +1,084.1% | -1,054.0% | +34.3% |
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