+83.2%
APA vs EPAM
-76.7%
+159.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.7% | -3.4% | +0.8% |
| 7D | -5.5% | +18.8% | -24.3% | -7.3% |
| 30D | -1.2% | +44.9% | -46.1% | -5.0% |
| 3M | +10.6% | +68.6% | -58.0% | +4.7% |
| 6M | +28.4% | +65.4% | -37.0% | +21.1% |
| YTD | +89.7% | -19.9% | +109.6% | +91.4% |
| 1Y | +90.6% | -10.0% | +100.6% | +90.0% |
| 3Y | +36.9% | -30.3% | +67.2% | +36.0% |
| 5Y | +83.2% | -75.7% | +158.9% | +99.6% |
| All | +83.2% | -76.7% | +159.9% | +99.6% |
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 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