-10.1%
ALM vs EPAM
-16.7%
+6.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -2.0% |
| 7D | -2.6% | +2.0% | -4.6% | -2.2% |
| 30D | +32.0% | +6.5% | +25.5% | +33.6% |
| 3M | -15.0% | +19.9% | -35.0% | -5.0% |
| 6M | -10.1% | -16.9% | +6.8% | -2.8% |
| All | -10.1% | -16.7% | +6.6% | -2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling