+3,431.9%
ALM vs EPAM
+562.5%
+2,869.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +20.6% | -30.2% | -10.2% |
| 7D | -14.5% | +23.0% | -37.5% | -15.2% |
| 30D | -39.0% | +51.6% | -90.6% | -40.2% |
| 3M | -40.3% | +50.8% | -91.1% | -41.4% |
| 6M | -60.3% | +51.1% | -111.4% | -61.1% |
| YTD | -9.8% | -19.1% | +9.4% | -8.6% |
| 1Y | +30.8% | +3.0% | +27.8% | +30.6% |
| 3Y | +772.4% | -31.2% | +803.6% | +780.7% |
| 5Y | +390.7% | -76.5% | +467.2% | +406.3% |
| 10Y | +2,028.5% | +168.4% | +1,860.1% | +2,070.6% |
| All | +3,431.9% | +562.5% | +2,869.4% | +5,553.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling