-41.5%
APA vs EPAM
+1,058.6%
-1,100.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.9% | +6.5% | +3.3% |
| 7D | -15.5% | +13.4% | -28.9% | -17.8% |
| 30D | +2.4% | +47.1% | -44.7% | -5.2% |
| 3M | +22.8% | +71.2% | -48.4% | +10.4% |
| 6M | +17.9% | +48.9% | -31.0% | +7.6% |
| YTD | +87.7% | -22.2% | +109.9% | +91.5% |
| 1Y | +94.2% | -5.2% | +99.4% | +90.6% |
| 3Y | +27.2% | -34.9% | +62.2% | +29.7% |
| 5Y | +74.1% | -77.4% | +151.5% | +106.0% |
| 10Y | +2.6% | +158.1% | -155.4% | -30.6% |
| All | -41.5% | +1,058.6% | -1,100.1% | -66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling