+190.7%
APD vs EPAM
+165.6%
+25.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -1.2% | +18.5% | -19.7% | -4.5% |
| 30D | +11.0% | +44.0% | -33.0% | +3.5% |
| 3M | +2.6% | +63.0% | -60.4% | -6.8% |
| 6M | +4.8% | +67.3% | -62.4% | -6.3% |
| YTD | +31.0% | -20.5% | +51.5% | +33.3% |
| 1Y | +23.4% | -9.6% | +33.0% | +22.3% |
| 3Y | +28.4% | -30.8% | +59.2% | +29.6% |
| 5Y | +15.2% | -75.6% | +90.8% | +39.6% |
| 10Y | +190.7% | +159.6% | +31.1% | +59.9% |
| All | +190.7% | +165.6% | +25.1% | +59.9% |
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