+857.2%
APO vs EPAM
+170.1%
+687.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.4% | +0.7% |
| 7D | +0.8% | +13.4% | -12.6% | -3.9% |
| 30D | +1.0% | +47.1% | -46.0% | -11.5% |
| 3M | -8.4% | +71.2% | -79.6% | -23.7% |
| 6M | -9.1% | +48.9% | -58.0% | -22.6% |
| YTD | -18.3% | -22.2% | +3.9% | -14.9% |
| 1Y | -8.0% | -5.2% | -2.8% | -10.2% |
| 3Y | +47.1% | -34.9% | +82.0% | +54.0% |
| 5Y | +67.2% | -77.4% | +144.6% | +132.1% |
| All | +857.2% | +170.1% | +687.1% | +402.8% |
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