-68.2%
APTV vs EPAM
-81.9%
+13.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.4% | +3.6% |
| 7D | +4.8% | +2.0% | +2.9% | +4.3% |
| 30D | +2.0% | +6.5% | -4.5% | -0.1% |
| 3M | -34.2% | +19.9% | -54.2% | -38.2% |
| 6M | -34.7% | -16.9% | -17.7% | -32.6% |
| YTD | -37.0% | -42.9% | +5.9% | -28.8% |
| 1Y | -40.4% | -30.4% | -10.0% | -36.6% |
| 3Y | -54.1% | -54.7% | +0.6% | -47.2% |
| All | -68.2% | -81.9% | +13.7% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling