-8.0%
APO vs EPAM
-4.9%
-3.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.4% | 0.0% |
| 7D | +0.8% | +13.4% | -12.6% | -1.1% |
| 30D | +1.0% | +47.1% | -46.0% | -5.6% |
| 3M | -8.4% | +71.2% | -79.6% | -16.9% |
| 6M | -9.1% | +48.9% | -58.0% | -14.7% |
| YTD | -18.3% | -22.2% | +3.9% | -5.4% |
| 1Y | -8.0% | -5.2% | -2.8% | -0.8% |
| All | -8.0% | -4.9% | -3.1% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling