+388.8%
AGI vs EPAM
-81.7%
+470.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.3% |
| 7D | +4.4% | -0.9% | +5.3% | +4.4% |
| 30D | +10.0% | +18.4% | -8.4% | +8.9% |
| 3M | +1.7% | +19.2% | -17.5% | +0.4% |
| 6M | -26.8% | -21.0% | -5.8% | -26.0% |
| YTD | -5.3% | -43.7% | +38.4% | -2.5% |
| 1Y | +11.5% | -29.9% | +41.4% | +13.3% |
| 3Y | +212.9% | -56.5% | +269.5% | +224.7% |
| 5Y | +388.8% | -81.7% | +470.5% | +411.6% |
| All | +388.8% | -81.7% | +470.5% | +411.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling