+120.4%
AS vs EPAM
-58.0%
+178.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +5.9% | +4.1% |
| 7D | -4.9% | +2.0% | -6.8% | -5.4% |
| 30D | -19.6% | +6.5% | -26.1% | -21.2% |
| 3M | -14.4% | +19.9% | -34.3% | -19.1% |
| 6M | -20.1% | -16.9% | -3.2% | -16.7% |
| YTD | -20.9% | -42.9% | +21.9% | -8.4% |
| 1Y | -21.9% | -30.4% | +8.5% | -15.5% |
| All | +120.4% | -58.0% | +178.4% | +158.0% |
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