+310.6%
AGI vs EPAM
-78.1%
+388.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.5% |
| 7D | +17.4% | +9.1% | +8.3% | +16.6% |
| 30D | -0.9% | +38.5% | -39.4% | -3.3% |
| 3M | -1.6% | +61.0% | -62.5% | -4.8% |
| 6M | -24.7% | +58.0% | -82.7% | -27.3% |
| YTD | -15.3% | -23.5% | +8.2% | -14.6% |
| 1Y | +5.5% | -10.5% | +16.0% | +5.3% |
| 3Y | +154.5% | -33.8% | +188.3% | +156.4% |
| 5Y | +310.6% | -78.1% | +388.8% | +337.0% |
| All | +310.6% | -78.1% | +388.7% | +337.0% |
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 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