+109.4%
APTV vs EPAM
+751.2%
-641.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.4% | +3.8% |
| 7D | +4.8% | +2.0% | +2.9% | +4.2% |
| 30D | +2.0% | +6.5% | -4.5% | -0.5% |
| 3M | -34.2% | +19.9% | -54.2% | -38.9% |
| 6M | -34.7% | -16.9% | -17.7% | -32.7% |
| YTD | -37.0% | -42.9% | +5.9% | -28.0% |
| 1Y | -40.4% | -30.4% | -10.0% | -36.4% |
| 3Y | -54.1% | -54.7% | +0.6% | -46.3% |
| 5Y | -68.0% | -81.8% | +13.8% | -55.5% |
| 10Y | -15.5% | +65.5% | -81.0% | -39.0% |
| All | +109.4% | +751.2% | -641.8% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling