+269.3%
APLD vs EPAM
-45.5%
+314.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.2% | +7.6% |
| 7D | +7.8% | +18.5% | -10.7% | +0.8% |
| 30D | -23.0% | +44.0% | -67.0% | -33.0% |
| 3M | -39.7% | +63.0% | -102.7% | -50.3% |
| 6M | -59.8% | +67.3% | -127.1% | -68.4% |
| YTD | -27.0% | -20.5% | -6.4% | -22.5% |
| 1Y | -37.3% | -9.6% | -27.7% | -37.6% |
| 3Y | +281.9% | -30.8% | +312.7% | +299.5% |
| All | +269.3% | -45.5% | +314.8% | +299.7% |
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