-16.0%
AJG vs EPAM
-29.6%
+13.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -8.5% | -4.5% | -4.0% | -7.9% |
| 30D | -3.8% | +14.6% | -18.4% | -5.5% |
| 3M | +10.8% | +23.1% | -12.3% | +6.4% |
| 6M | +15.6% | -19.5% | +35.1% | +12.8% |
| YTD | -5.1% | -44.1% | +39.0% | -7.7% |
| 1Y | -16.0% | -25.2% | +9.2% | -18.8% |
| All | -16.0% | -29.6% | +13.5% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling