+37.9%
AIG vs EPAM
-31.2%
+69.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.7% | -1.3% | +3.0% |
| 7D | +2.2% | +18.8% | -16.6% | +0.8% |
| 30D | +6.9% | +44.9% | -38.1% | +3.7% |
| 3M | +6.8% | +68.6% | -61.8% | +2.3% |
| 6M | +9.2% | +65.4% | -56.2% | +4.2% |
| YTD | -1.9% | -19.9% | +18.0% | -2.0% |
| 1Y | +9.7% | -10.0% | +19.7% | +8.4% |
| 3Y | +37.9% | -30.3% | +68.2% | +37.4% |
| All | +37.9% | -31.2% | +69.1% | +37.4% |
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 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