-43.0%
APA vs EPAM
+1,105.1%
-1,148.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +20.6% | -22.9% | -6.0% |
| 7D | -15.6% | +23.0% | -38.6% | -19.1% |
| 30D | -0.9% | +51.6% | -52.5% | -8.7% |
| 3M | +26.1% | +50.8% | -24.7% | +15.6% |
| 6M | +6.1% | +51.1% | -45.0% | -3.4% |
| YTD | +82.8% | -19.1% | +102.0% | +85.3% |
| 1Y | +106.5% | +3.0% | +103.5% | +99.8% |
| 3Y | +21.9% | -31.2% | +53.0% | +23.0% |
| 5Y | +69.7% | -76.5% | +146.2% | +99.3% |
| 10Y | 0.0% | +168.4% | -168.4% | -32.9% |
| All | -43.0% | +1,105.1% | -1,148.1% | -67.6% |
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