+876.1%
AJG vs EPAM
+738.6%
+137.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -4.1% |
| 7D | -4.0% | -0.9% | -3.1% | -3.9% |
| 30D | +1.3% | +18.4% | -17.0% | -1.3% |
| 3M | +18.3% | +19.2% | -0.9% | +14.5% |
| 6M | +10.6% | -21.0% | +31.5% | +13.6% |
| YTD | -2.2% | -43.7% | +41.5% | +4.8% |
| 1Y | -15.2% | -29.9% | +14.7% | -12.3% |
| 3Y | +13.1% | -56.5% | +69.7% | +22.2% |
| 5Y | +82.8% | -81.7% | +164.4% | +114.5% |
| 10Y | +482.7% | +64.5% | +418.2% | +347.4% |
| All | +876.1% | +738.6% | +137.5% | +531.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling