+23.8%
ALC vs EPAM
-30.3%
+54.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.8% |
| 7D | -2.1% | +2.0% | -4.0% | -2.5% |
| 30D | -0.1% | +6.5% | -6.6% | -1.6% |
| 3M | +5.9% | +19.9% | -14.0% | +1.6% |
| 6M | -15.9% | -16.9% | +1.0% | -13.9% |
| YTD | -10.1% | -42.9% | +32.8% | -2.1% |
| 1Y | -10.2% | -30.4% | +20.2% | -6.0% |
| 3Y | -13.6% | -54.7% | +41.2% | -5.0% |
| 5Y | -15.1% | -81.8% | +66.7% | +6.7% |
| All | +23.8% | -30.3% | +54.1% | +10.1% |
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 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