+164.3%
APD vs EPAM
+65.3%
+99.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.5% |
| 7D | -2.2% | +2.0% | -4.2% | -2.6% |
| 30D | +2.1% | +6.5% | -4.4% | +0.5% |
| 3M | +7.2% | +19.9% | -12.8% | +2.7% |
| 6M | +11.2% | -16.9% | +28.2% | +13.6% |
| YTD | +24.4% | -42.9% | +67.3% | +35.3% |
| 1Y | +6.7% | -30.4% | +37.0% | +11.1% |
| 3Y | +9.2% | -54.7% | +64.0% | +20.0% |
| 5Y | +27.4% | -81.8% | +109.2% | +61.6% |
| All | +164.3% | +65.3% | +99.0% | +60.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling