-0.9%
APA vs EPAM
+163.7%
-164.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.1% |
| 7D | -8.7% | +9.1% | -17.8% | -10.7% |
| 30D | -2.4% | +38.5% | -40.9% | -9.0% |
| 3M | +19.0% | +61.0% | -42.0% | +7.6% |
| 6M | +26.8% | +58.0% | -31.2% | +13.6% |
| YTD | +87.3% | -23.5% | +110.8% | +92.3% |
| 1Y | +92.3% | -10.5% | +102.8% | +91.0% |
| 3Y | +37.3% | -33.8% | +71.1% | +39.5% |
| 5Y | +73.2% | -78.1% | +151.3% | +122.7% |
| 10Y | -0.9% | +157.7% | -158.6% | -40.6% |
| All | -0.9% | +163.7% | -164.6% | -40.6% |
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