+6.1%
APA vs EPAM
+157.4%
-151.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.7% |
| 7D | +8.5% | +2.4% | +6.1% | +8.0% |
| 30D | +2.8% | +42.3% | -39.6% | -4.7% |
| 3M | +21.7% | +60.7% | -38.9% | +10.1% |
| 6M | +32.6% | +80.5% | -47.9% | +15.7% |
| YTD | +103.7% | -20.4% | +124.1% | +107.5% |
| 1Y | +101.8% | -9.6% | +111.4% | +100.1% |
| 3Y | +48.1% | -30.5% | +78.5% | +49.0% |
| 5Y | +91.9% | -75.7% | +167.6% | +137.9% |
| All | +6.1% | +157.4% | -151.2% | -38.4% |
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 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