+94.2%
APA vs EPAM
-4.9%
+99.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.9% | +6.5% | +2.9% |
| 7D | -15.5% | +13.4% | -28.9% | -16.3% |
| 30D | +2.4% | +47.1% | -44.7% | -1.1% |
| 3M | +22.8% | +71.2% | -48.4% | +17.5% |
| 6M | +17.9% | +48.9% | -31.0% | +13.8% |
| YTD | +87.7% | -22.2% | +109.9% | +91.2% |
| 1Y | +94.2% | -5.2% | +99.4% | +76.2% |
| All | +94.2% | -4.9% | +99.1% | +76.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling