+528.8%
APP vs EPAM
-64.2%
+593.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.6% | +6.4% | +5.5% |
| 7D | +79.2% | +9.1% | +70.1% | +73.2% |
| 30D | +48.0% | +38.5% | +9.5% | +28.5% |
| 3M | +18.2% | +61.0% | -42.7% | -4.4% |
| 6M | -12.5% | +58.0% | -70.5% | -29.2% |
| YTD | -39.2% | -23.5% | -15.7% | -33.7% |
| 1Y | -33.9% | -10.5% | -23.3% | -32.5% |
| 3Y | +933.3% | -33.8% | +967.1% | +1,039.7% |
| 5Y | +295.9% | -78.1% | +374.0% | +601.7% |
| All | +528.8% | -64.2% | +593.0% | +663.4% |
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