-26.7%
APTV vs EPAM
+168.6%
-195.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.5% | -2.3% |
| 7D | -4.3% | +18.8% | -23.1% | -10.4% |
| 30D | -9.7% | +44.9% | -54.6% | -20.8% |
| 3M | -20.6% | +68.6% | -89.1% | -34.1% |
| 6M | -31.7% | +65.4% | -97.1% | -44.5% |
| YTD | -48.0% | -19.9% | -28.1% | -46.7% |
| 1Y | -52.1% | -10.0% | -42.1% | -52.9% |
| 3Y | -47.9% | -30.3% | -17.6% | -46.9% |
| 5Y | -76.9% | -75.7% | -1.2% | -68.5% |
| 10Y | -26.7% | +167.2% | -193.9% | -60.3% |
| All | -26.7% | +168.6% | -195.4% | -60.3% |
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