+695.6%
AON vs EPAM
+1,058.6%
-363.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.1% | -2.2% |
| 7D | +4.4% | +13.4% | -9.0% | +2.2% |
| 30D | +24.1% | +47.1% | -23.0% | +17.2% |
| 3M | -7.0% | +71.2% | -78.1% | -14.1% |
| 6M | +9.1% | +48.9% | -39.8% | +2.0% |
| YTD | -4.4% | -22.2% | +17.8% | -3.1% |
| 1Y | -0.8% | -5.2% | +4.4% | -2.2% |
| 3Y | +5.1% | -34.9% | +40.1% | +6.3% |
| 5Y | +20.4% | -77.4% | +97.8% | +35.8% |
| 10Y | +239.2% | +158.1% | +81.1% | +149.0% |
| All | +695.6% | +1,058.6% | -363.0% | +387.9% |
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