-42.7%
ALK vs EPAM
+170.1%
-212.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +1.6% |
| 7D | +9.0% | +13.4% | -4.3% | +4.8% |
| 30D | -1.6% | +47.1% | -48.7% | -11.8% |
| 3M | -23.2% | +71.2% | -94.4% | -34.1% |
| 6M | -3.9% | +48.9% | -52.8% | -15.7% |
| YTD | -22.6% | -22.2% | -0.3% | -20.2% |
| 1Y | -5.3% | -5.2% | -0.2% | -7.6% |
| 3Y | +18.6% | -34.9% | +53.5% | +22.9% |
| 5Y | -34.4% | -77.4% | +43.0% | -16.4% |
| All | -42.7% | +170.1% | -212.8% | -63.6% |
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