+72.2%
APTV vs EPAM
+1,058.6%
-986.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.9% | +0.4% | -2.3% |
| 7D | -10.2% | +13.4% | -23.6% | -14.3% |
| 30D | -10.8% | +47.1% | -57.9% | -21.3% |
| 3M | -14.8% | +71.2% | -86.0% | -28.4% |
| 6M | -30.6% | +48.9% | -79.5% | -40.7% |
| YTD | -48.2% | -22.2% | -25.9% | -46.6% |
| 1Y | -52.0% | -5.2% | -46.8% | -53.7% |
| 3Y | -47.0% | -34.9% | -12.1% | -44.9% |
| 5Y | -77.5% | -77.4% | -0.1% | -70.7% |
| 10Y | -27.0% | +158.1% | -185.0% | -53.8% |
| All | +72.2% | +1,058.6% | -986.4% | -11.7% |
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 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