+7,705.7%
ALM vs EPAM
+368.0%
+7,337.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.4% |
| 7D | -2.6% | +2.0% | -4.6% | -2.7% |
| 30D | +32.0% | +6.5% | +25.5% | +31.5% |
| 3M | -15.0% | +19.9% | -35.0% | -16.0% |
| 6M | -10.1% | -16.9% | +6.8% | -9.3% |
| YTD | +99.4% | -42.9% | +142.3% | +105.3% |
| 1Y | +316.4% | -30.4% | +346.7% | +323.1% |
| 3Y | +2,022.0% | -54.7% | +2,076.7% | +2,082.5% |
| 5Y | +941.2% | -81.8% | +1,023.0% | +987.5% |
| 10Y | +2,950.3% | +65.5% | +2,884.9% | +3,035.6% |
| All | +7,705.7% | +368.0% | +7,337.8% | +12,592.5% |
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