+443.7%
APLD vs EPAM
-60.8%
+504.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.1% | +2.6% |
| 7D | +4.1% | +2.0% | +2.1% | +3.4% |
| 30D | -11.7% | +6.5% | -18.2% | -14.3% |
| 3M | -40.3% | +19.9% | -60.2% | -45.7% |
| 6M | -8.0% | -16.9% | +9.0% | -3.4% |
| YTD | +7.5% | -42.9% | +50.4% | +30.5% |
| 1Y | +84.0% | -30.4% | +114.4% | +98.8% |
| 3Y | +356.2% | -54.7% | +411.0% | +481.1% |
| All | +443.7% | -60.8% | +504.5% | +573.1% |
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