+2,104.5%
APO vs EPAM
+751.2%
+1,353.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | 0.0% |
| 7D | -1.0% | +2.0% | -3.0% | -1.5% |
| 30D | +3.5% | +6.5% | -3.1% | +1.2% |
| 3M | +4.5% | +19.9% | -15.4% | -2.0% |
| 6M | +22.8% | -16.9% | +39.7% | +27.0% |
| YTD | -6.5% | -42.9% | +36.4% | +6.6% |
| 1Y | +0.8% | -30.4% | +31.2% | +8.2% |
| 3Y | +62.0% | -54.7% | +116.7% | +88.4% |
| 5Y | +138.2% | -81.8% | +220.1% | +223.6% |
| 10Y | +940.3% | +65.5% | +874.8% | +703.5% |
| All | +2,104.5% | +751.2% | +1,353.3% | +1,363.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling