+806.0%
ALM vs EPAM
-31.1%
+837.0%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +20.6% | -30.2% | -9.7% |
| 7D | -14.5% | +23.0% | -37.5% | -14.7% |
| 30D | -39.0% | +51.6% | -90.6% | -39.9% |
| 3M | -40.3% | +50.8% | -91.1% | -41.2% |
| 6M | -60.3% | +51.1% | -111.4% | -60.6% |
| YTD | -9.8% | -19.1% | +9.4% | -3.1% |
| 1Y | +30.8% | +3.0% | +27.8% | +35.3% |
| All | +806.0% | -31.1% | +837.0% | +824.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling