+76.9%
AJG vs EPAM
-81.8%
+158.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.8% |
| 7D | -7.4% | -2.2% | -5.2% | -7.2% |
| 30D | -3.0% | +17.8% | -20.7% | -4.5% |
| 3M | +12.8% | +19.9% | -7.0% | +10.5% |
| 6M | +12.8% | -21.6% | +34.4% | +14.3% |
| YTD | -4.7% | -44.0% | +39.3% | -1.2% |
| 1Y | -17.2% | -30.5% | +13.3% | -15.8% |
| 3Y | +10.2% | -56.8% | +67.0% | +14.6% |
| 5Y | +76.9% | -81.7% | +158.6% | +96.0% |
| All | +76.9% | -81.8% | +158.7% | +96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling