+0.3%
AGI vs EPAM
-15.2%
+15.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.6% | +11.4% | +10.8% |
| 7D | -5.3% | +0.8% | -6.1% | -5.3% |
| 30D | -7.1% | +24.9% | -32.1% | -9.3% |
| 3M | +4.4% | +22.6% | -18.2% | +1.6% |
| 6M | -23.0% | +24.2% | -47.2% | -24.8% |
| YTD | -22.0% | -33.0% | +11.0% | -16.6% |
| 1Y | +0.3% | -13.3% | +13.6% | +2.9% |
| All | +0.3% | -15.2% | +15.5% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling