+80.8%
APO vs EPAM
-76.2%
+157.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +0.2% | +18.5% | -18.4% | -4.5% |
| 30D | +3.1% | +44.0% | -40.9% | -6.4% |
| 3M | -12.0% | +63.0% | -75.0% | -22.7% |
| 6M | -5.0% | +67.3% | -72.2% | -18.3% |
| YTD | -14.0% | -20.5% | +6.5% | -11.1% |
| 1Y | -5.9% | -9.6% | +3.7% | -5.9% |
| 3Y | +51.6% | -30.8% | +82.4% | +55.5% |
| 5Y | +80.8% | -75.6% | +156.4% | +110.8% |
| All | +80.8% | -76.2% | +157.0% | +110.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling