+80.6%
AGNC vs EPAM
+74.2%
+6.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.9% |
| 7D | -4.7% | +0.7% | -5.4% | -4.8% |
| 30D | -5.7% | +17.6% | -23.2% | -8.1% |
| 3M | +1.9% | +27.1% | -25.3% | -2.7% |
| 6M | +1.8% | -17.0% | +18.8% | +3.8% |
| YTD | +3.4% | -42.4% | +45.9% | +11.1% |
| 1Y | +13.6% | -25.3% | +38.9% | +16.3% |
| 3Y | +60.4% | -55.7% | +116.1% | +74.9% |
| 5Y | +27.0% | -81.2% | +108.2% | +51.8% |
| All | +80.6% | +74.2% | +6.4% | +46.7% |
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