+440.2%
ALM vs EPAM
-78.1%
+518.2%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.6% | +9.6% | +8.1% |
| 7D | +0.7% | +9.1% | -8.3% | +0.4% |
| 30D | -26.1% | +38.5% | -64.6% | -27.2% |
| 3M | -38.1% | +61.0% | -99.1% | -39.5% |
| 6M | -55.4% | +58.0% | -113.4% | -56.5% |
| YTD | -0.4% | -23.5% | +23.1% | +2.2% |
| 1Y | +25.4% | -10.5% | +35.9% | +27.0% |
| 3Y | +907.8% | -33.8% | +941.6% | +924.7% |
| 5Y | +440.2% | -78.1% | +518.3% | +458.4% |
| All | +440.2% | -78.1% | +518.2% | +458.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling