-39.1%
ALK vs EPAM
+163.7%
-202.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.6% | +8.7% | +7.5% |
| 7D | +8.9% | +9.1% | -0.1% | +5.7% |
| 30D | +5.9% | +38.5% | -32.5% | -3.5% |
| 3M | -16.5% | +61.0% | -77.5% | -27.2% |
| 6M | +2.1% | +58.0% | -55.9% | -11.9% |
| YTD | -17.1% | -23.5% | +6.4% | -14.2% |
| 1Y | -2.9% | -10.5% | +7.7% | -3.7% |
| 3Y | +24.5% | -33.8% | +58.3% | +28.4% |
| 5Y | -29.1% | -78.1% | +49.0% | -8.7% |
| 10Y | -39.1% | +157.7% | -196.8% | -61.2% |
| All | -39.1% | +163.7% | -202.8% | -61.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling