+375.0%
AGI vs EPAM
+157.4%
+217.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -10.1% | +2.4% | -12.5% | -10.3% |
| 30D | -6.5% | +42.3% | -48.9% | -8.8% |
| 3M | -12.8% | +60.7% | -73.5% | -15.6% |
| 6M | -34.3% | +80.5% | -114.8% | -37.1% |
| YTD | -25.6% | -20.4% | -5.2% | -25.2% |
| 1Y | -14.2% | -9.6% | -4.6% | -14.5% |
| 3Y | +127.3% | -30.5% | +157.8% | +127.9% |
| 5Y | +241.8% | -75.7% | +317.5% | +262.6% |
| All | +375.0% | +157.4% | +217.7% | +382.0% |
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