-7.6%
ALC vs EPAM
-75.7%
+68.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.3% |
| 7D | -1.1% | +2.4% | -3.5% | -1.5% |
| 30D | +16.0% | +42.3% | -26.3% | +9.3% |
| 3M | +0.8% | +60.7% | -59.8% | -7.1% |
| 6M | +16.8% | +80.5% | -63.7% | +5.0% |
| YTD | -5.5% | -20.4% | +14.9% | -4.1% |
| 1Y | -5.3% | -9.6% | +4.3% | -5.8% |
| 3Y | +4.1% | -30.5% | +34.6% | +4.8% |
| All | -7.6% | -75.7% | +68.1% | +6.5% |
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