-0.1%
APA vs EPAM
+168.6%
-168.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.7% | -3.4% | +0.4% |
| 7D | -5.5% | +18.8% | -24.3% | -9.1% |
| 30D | -1.2% | +44.9% | -46.1% | -8.6% |
| 3M | +10.6% | +68.6% | -58.0% | -0.9% |
| 6M | +28.4% | +65.4% | -37.0% | +14.1% |
| YTD | +89.7% | -19.9% | +109.6% | +93.1% |
| 1Y | +90.6% | -10.0% | +100.6% | +89.2% |
| 3Y | +36.9% | -30.3% | +67.2% | +37.7% |
| 5Y | +83.2% | -75.7% | +158.9% | +127.3% |
| 10Y | -0.1% | +167.2% | -167.3% | -40.8% |
| All | -0.1% | +168.6% | -168.8% | -40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling