+139.2%
AS vs EPAM
-50.7%
+189.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.3% |
| 7D | +13.8% | +0.8% | +12.9% | +13.5% |
| 30D | +16.7% | +24.9% | -8.3% | +10.6% |
| 3M | -11.5% | +22.6% | -34.1% | -16.4% |
| 6M | -5.5% | +24.2% | -29.7% | -11.5% |
| YTD | -14.2% | -33.0% | +18.8% | -4.6% |
| 1Y | +2.1% | -13.3% | +15.4% | +4.2% |
| All | +139.2% | -50.7% | +189.9% | +168.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling