+214.0%
ARM vs EPAM
-31.1%
+245.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +20.6% | -33.7% | -15.4% |
| 7D | -27.1% | +23.0% | -50.1% | -29.4% |
| 30D | -44.9% | +51.6% | -96.5% | -48.7% |
| 3M | -39.3% | +50.8% | -90.1% | -44.0% |
| 6M | -20.2% | +51.1% | -71.3% | -26.4% |
| YTD | +52.5% | -19.1% | +71.6% | +69.8% |
| 1Y | +4.1% | +3.0% | +1.1% | +5.3% |
| All | +214.0% | -31.1% | +245.0% | +279.6% |
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