+416.0%
APD vs EPAM
+751.2%
-335.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.6% |
| 7D | -2.2% | +2.0% | -4.2% | -2.5% |
| 30D | +2.1% | +6.5% | -4.4% | +0.6% |
| 3M | +7.2% | +19.9% | -12.8% | +3.0% |
| 6M | +11.2% | -16.9% | +28.2% | +13.4% |
| YTD | +24.4% | -42.9% | +67.3% | +34.3% |
| 1Y | +6.7% | -30.4% | +37.0% | +10.8% |
| 3Y | +9.2% | -54.7% | +64.0% | +19.2% |
| 5Y | +27.4% | -81.8% | +109.2% | +53.7% |
| 10Y | +164.8% | +65.5% | +99.4% | +98.0% |
| All | +416.0% | +751.2% | -335.2% | +211.2% |
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