-25.6%
APTV vs EPAM
+165.6%
-191.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -8.9% | +18.5% | -27.4% | -14.7% |
| 30D | -9.5% | +44.0% | -53.5% | -20.6% |
| 3M | -20.6% | +63.0% | -83.6% | -33.4% |
| 6M | -28.9% | +67.3% | -96.1% | -42.5% |
| YTD | -48.2% | -20.5% | -27.7% | -46.8% |
| 1Y | -51.7% | -9.6% | -42.1% | -52.6% |
| 3Y | -48.1% | -30.8% | -17.3% | -47.0% |
| 5Y | -76.7% | -75.6% | -1.1% | -68.3% |
| 10Y | -25.6% | +159.6% | -185.2% | -60.4% |
| All | -25.6% | +165.6% | -191.2% | -60.4% |
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