+446.2%
APP vs EPAM
-62.1%
+508.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +20.6% | +10.4% | +21.7% |
| 7D | +39.7% | +23.0% | +16.7% | +28.1% |
| 30D | +27.7% | +51.6% | -23.9% | +6.8% |
| 3M | -14.8% | +50.8% | -65.6% | -28.5% |
| 6M | -25.5% | +51.1% | -76.7% | -38.5% |
| YTD | -47.2% | -19.1% | -28.0% | -43.7% |
| 1Y | -42.3% | +3.0% | -45.3% | -44.5% |
| 3Y | +806.8% | -31.2% | +838.0% | +883.8% |
| 5Y | +261.6% | -76.5% | +338.1% | +520.2% |
| All | +446.2% | -62.1% | +508.3% | +548.4% |
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 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