+430.1%
APD vs EPAM
+1,105.1%
-675.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +20.6% | -23.6% | -6.3% |
| 7D | -0.7% | +23.0% | -23.7% | -4.5% |
| 30D | +10.1% | +51.6% | -41.4% | +2.2% |
| 3M | +4.9% | +50.8% | -45.9% | -3.2% |
| 6M | +2.5% | +51.1% | -48.7% | -6.2% |
| YTD | +27.8% | -19.1% | +46.9% | +29.3% |
| 1Y | +32.9% | +3.0% | +29.9% | +28.5% |
| 3Y | +13.4% | -31.2% | +44.5% | +14.5% |
| 5Y | +12.8% | -76.5% | +89.3% | +30.8% |
| 10Y | +194.6% | +168.4% | +26.1% | +102.7% |
| All | +430.1% | +1,105.1% | -675.0% | +199.6% |
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