+116.7%
AGI vs EPAM
+751.2%
-634.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.8% |
| 7D | +0.6% | +2.0% | -1.4% | +0.5% |
| 30D | +18.2% | +6.5% | +11.7% | +17.7% |
| 3M | -4.1% | +19.9% | -24.1% | -5.5% |
| 6M | -28.7% | -16.9% | -11.8% | -28.2% |
| YTD | -4.0% | -42.9% | +38.9% | -1.1% |
| 1Y | +17.4% | -30.4% | +47.8% | +19.3% |
| 3Y | +203.0% | -54.7% | +257.8% | +213.1% |
| 5Y | +376.7% | -81.8% | +458.5% | +412.7% |
| 10Y | +407.5% | +65.5% | +342.0% | +374.8% |
| All | +116.7% | +751.2% | -634.5% | +59.6% |
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 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