+140.1%
AGNC vs EPAM
+738.6%
-598.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | +0.8% | -0.9% | +1.6% | +0.9% |
| 30D | -0.4% | +18.4% | -18.7% | -2.6% |
| 3M | +9.2% | +19.2% | -10.0% | +6.1% |
| 6M | +7.4% | -21.0% | +28.4% | +9.8% |
| YTD | +8.8% | -43.7% | +52.6% | +15.6% |
| 1Y | +18.3% | -29.9% | +48.1% | +21.5% |
| 3Y | +71.2% | -56.5% | +127.7% | +83.9% |
| 5Y | +34.8% | -81.7% | +116.5% | +53.3% |
| 10Y | +85.8% | +64.5% | +21.3% | +72.2% |
| All | +140.1% | +738.6% | -598.5% | +112.9% |
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