+123.4%
ALLY vs EPAM
+197.4%
-73.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.9% |
| 7D | +3.7% | +2.0% | +1.7% | +3.1% |
| 30D | -2.3% | +6.5% | -8.8% | -4.4% |
| 3M | +3.8% | +19.9% | -16.1% | -2.4% |
| 6M | +9.7% | -16.9% | +26.6% | +13.2% |
| YTD | -1.4% | -42.9% | +41.5% | +11.2% |
| 1Y | +8.2% | -30.4% | +38.6% | +15.2% |
| 3Y | +66.5% | -54.7% | +121.2% | +91.3% |
| 5Y | +1.2% | -81.8% | +83.0% | +35.6% |
| 10Y | +191.4% | +65.5% | +126.0% | +109.6% |
| All | +123.4% | +197.4% | -73.9% | +52.3% |
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