+27.5%
AGNC vs EPAM
-82.0%
+109.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -4.4% | -4.5% | +0.1% | -3.8% |
| 30D | -5.4% | +14.6% | -20.0% | -7.1% |
| 3M | +3.5% | +23.1% | -19.6% | 0.0% |
| 6M | +1.7% | -19.5% | +21.2% | +4.0% |
| YTD | +3.9% | -44.1% | +48.0% | +11.0% |
| 1Y | +13.8% | -25.2% | +39.0% | +16.0% |
| 3Y | +63.3% | -56.8% | +120.2% | +76.4% |
| 5Y | +27.5% | -81.7% | +109.2% | +43.4% |
| All | +27.5% | -82.0% | +109.4% | +43.4% |
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