-42.8%
APP vs EPAM
+21.8%
-64.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.6% | +11.3% | +10.9% |
| 7D | +4.5% | +0.8% | +3.7% | +3.7% |
| 30D | -3.6% | +24.9% | -28.6% | -13.2% |
| 3M | -35.3% | +22.6% | -57.8% | -41.2% |
| 6M | -42.8% | +24.2% | -67.0% | -48.4% |
| All | -42.8% | +21.8% | -64.6% | -48.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling