-51.7%
APTV vs EPAM
-11.8%
-39.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.2% |
| 7D | -9.8% | +9.1% | -18.8% | -9.7% |
| 30D | -8.9% | +38.5% | -47.4% | -9.9% |
| 3M | -19.5% | +61.0% | -80.4% | -20.8% |
| 6M | -31.1% | +58.0% | -89.2% | -32.2% |
| YTD | -47.5% | -23.5% | -24.1% | -44.3% |
| All | -51.7% | -11.8% | -39.9% | -52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling