+466.5%
AJG vs EPAM
+69.2%
+397.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -8.5% | -4.5% | -4.0% | -7.8% |
| 30D | -3.8% | +14.6% | -18.4% | -5.9% |
| 3M | +10.8% | +23.1% | -12.3% | +6.5% |
| 6M | +15.6% | -19.5% | +35.1% | +18.5% |
| YTD | -5.1% | -44.1% | +39.0% | +2.2% |
| 1Y | -16.0% | -25.2% | +9.2% | -14.0% |
| 3Y | +9.7% | -56.8% | +66.6% | +19.3% |
| 5Y | +77.8% | -81.7% | +159.6% | +117.9% |
| All | +466.5% | +69.2% | +397.2% | +260.1% |
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