+154.8%
APA vs EPAM
-81.9%
+236.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -3.0% |
| 7D | +0.5% | +2.0% | -1.4% | +0.3% |
| 30D | +23.4% | +6.5% | +16.9% | +22.3% |
| 3M | +12.7% | +19.9% | -7.2% | +10.0% |
| 6M | +39.4% | -16.9% | +56.4% | +41.2% |
| YTD | +79.0% | -42.9% | +121.8% | +87.6% |
| 1Y | +88.8% | -30.4% | +119.2% | +93.5% |
| 3Y | +6.4% | -54.7% | +61.1% | +10.5% |
| All | +154.8% | -81.9% | +236.7% | +200.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling