-47.0%
APTV vs EPAM
-33.7%
-13.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.9% | +0.4% | -2.8% |
| 7D | -10.2% | +13.4% | -23.6% | -12.6% |
| 30D | -10.8% | +47.1% | -57.9% | -17.8% |
| 3M | -14.8% | +71.2% | -86.0% | -24.1% |
| 6M | -30.6% | +48.9% | -79.5% | -37.1% |
| YTD | -48.2% | -22.2% | -25.9% | -44.4% |
| 1Y | -52.0% | -5.2% | -46.8% | -51.7% |
| 3Y | -47.0% | -34.9% | -12.1% | -46.7% |
| All | -47.0% | -33.7% | -13.3% | -46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling