+2,084.7%
ALM vs EPAM
+165.6%
+1,919.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -7.2% | +18.5% | -25.7% | -8.2% |
| 30D | -26.4% | +44.0% | -70.4% | -28.2% |
| 3M | -38.6% | +63.0% | -101.6% | -40.7% |
| 6M | -61.0% | +67.3% | -128.2% | -62.6% |
| YTD | -7.4% | -20.5% | +13.2% | -5.7% |
| 1Y | +14.0% | -9.6% | +23.6% | +14.7% |
| 3Y | +844.4% | -30.8% | +875.3% | +855.4% |
| 5Y | +410.8% | -75.6% | +486.4% | +446.6% |
| 10Y | +2,084.7% | +159.6% | +1,925.2% | +1,261.7% |
| All | +2,084.7% | +165.6% | +1,919.1% | +1,261.7% |
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