+20.1%
APD vs EPAM
-4.9%
+25.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -1.6% |
| 7D | -3.7% | +13.4% | -17.0% | -3.2% |
| 30D | +9.6% | +47.1% | -37.5% | +10.4% |
| 3M | +1.6% | +71.2% | -69.5% | +2.6% |
| 6M | +2.2% | +48.9% | -46.8% | +2.3% |
| YTD | +25.9% | -22.2% | +48.1% | +25.4% |
| 1Y | +20.1% | -5.2% | +25.3% | +14.6% |
| All | +20.1% | -4.9% | +25.1% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling