+534.3%
AJG vs EPAM
+157.4%
+377.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.5% | +2.1% |
| 7D | +0.5% | +2.4% | -1.9% | +0.1% |
| 30D | +19.4% | +42.3% | -23.0% | +12.1% |
| 3M | +11.9% | +60.7% | -48.7% | +3.0% |
| 6M | +48.3% | +80.5% | -32.2% | +32.9% |
| YTD | +10.3% | -20.4% | +30.7% | +11.6% |
| 1Y | +11.5% | -9.6% | +21.1% | +10.4% |
| 3Y | +17.5% | -30.5% | +48.0% | +17.4% |
| 5Y | +79.8% | -75.7% | +155.5% | +112.6% |
| All | +534.3% | +157.4% | +377.0% | +262.1% |
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