+66.1%
AGNC vs EPAM
-57.0%
+123.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.5% |
| 7D | -1.0% | -2.2% | +1.1% | -0.8% |
| 30D | -1.2% | +17.8% | -19.0% | -3.3% |
| 3M | +5.4% | +19.9% | -14.5% | +2.3% |
| 6M | +6.7% | -21.6% | +28.3% | +9.9% |
| YTD | +7.1% | -44.0% | +51.1% | +15.3% |
| 1Y | +16.3% | -30.5% | +46.8% | +19.7% |
| All | +66.1% | -57.0% | +123.1% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling