+405.3%
ALM vs EPAM
-75.7%
+481.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.4% | +8.1% | +7.7% |
| 7D | +1.2% | +2.4% | -1.2% | +1.2% |
| 30D | -19.3% | +42.3% | -61.7% | -20.6% |
| 3M | -40.6% | +60.7% | -101.3% | -42.0% |
| 6M | -57.9% | +80.5% | -138.4% | -59.3% |
| YTD | -6.7% | -20.4% | +13.7% | -4.4% |
| 1Y | +20.2% | -9.6% | +29.8% | +21.9% |
| 3Y | +879.4% | -30.5% | +909.9% | +894.3% |
| All | +405.3% | -75.7% | +481.0% | +417.4% |
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