+220.6%
APLD vs EPAM
-46.7%
+267.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -3.9% | +13.6% | +10.8% |
| 7D | -12.7% | +13.4% | -26.1% | -17.4% |
| 30D | -34.7% | +47.1% | -81.8% | -43.6% |
| 3M | -46.1% | +71.2% | -117.3% | -56.4% |
| 6M | -64.9% | +48.9% | -113.8% | -71.0% |
| YTD | -36.6% | -22.2% | -14.3% | -32.3% |
| 1Y | -50.0% | -5.2% | -44.8% | -51.6% |
| 3Y | +190.1% | -34.9% | +225.1% | +213.5% |
| All | +220.6% | -46.7% | +267.3% | +249.4% |
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