+26.7%
ALM vs EPAM
-4.9%
+31.6%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.9% | +6.0% | +1.5% |
| 7D | -6.7% | +13.4% | -20.0% | -4.2% |
| 30D | -32.9% | +47.1% | -80.0% | -29.5% |
| 3M | -39.5% | +71.2% | -110.7% | -35.6% |
| 6M | -62.0% | +48.9% | -110.9% | -58.1% |
| YTD | -7.8% | -22.2% | +14.4% | +5.6% |
| 1Y | +26.7% | -5.2% | +31.8% | +11.0% |
| All | +26.7% | -4.9% | +31.6% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling