+296.4%
ARM vs EPAM
-55.8%
+352.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.4% | +6.3% | +4.4% |
| 7D | +5.5% | +2.0% | +3.5% | +5.0% |
| 30D | -8.2% | +6.5% | -14.7% | -10.1% |
| 3M | -35.9% | +19.9% | -55.9% | -39.7% |
| 6M | +103.1% | -16.9% | +120.1% | +114.8% |
| YTD | +130.6% | -42.9% | +173.5% | +174.9% |
| 1Y | +86.1% | -30.4% | +116.4% | +103.2% |
| All | +296.4% | -55.8% | +352.2% | +422.6% |
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