+76.1%
AGI vs EPAM
+1,084.1%
-1,008.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.7% |
| 7D | 0.0% | +18.5% | -18.5% | -1.2% |
| 30D | -7.6% | +44.0% | -51.6% | -10.0% |
| 3M | -10.2% | +63.0% | -73.2% | -13.2% |
| 6M | -31.5% | +67.3% | -98.8% | -34.1% |
| YTD | -22.0% | -20.5% | -1.5% | -21.6% |
| 1Y | -7.9% | -9.6% | +1.7% | -8.1% |
| 3Y | +137.6% | -30.8% | +168.4% | +138.2% |
| 5Y | +256.7% | -75.6% | +332.4% | +276.0% |
| 10Y | +405.2% | +159.6% | +245.6% | +357.7% |
| All | +76.1% | +1,084.1% | -1,008.1% | +26.5% |
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