+6.1%
AS vs EPAM
-4.9%
+11.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.3% | +0.8% |
| 7D | +6.9% | +13.4% | -6.4% | +5.6% |
| 30D | +16.0% | +47.1% | -31.1% | +11.2% |
| 3M | -12.8% | +71.2% | -84.0% | -18.3% |
| 6M | -15.4% | +48.9% | -64.3% | -19.0% |
| YTD | -15.7% | -22.2% | +6.5% | -7.0% |
| 1Y | +6.1% | -5.2% | +11.2% | +16.5% |
| All | +6.1% | -4.9% | +11.0% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling