+277.6%
ASTS vs EPAM
-11.4%
+289.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -1.6% | +15.7% | +14.5% |
| 7D | +1.5% | +9.1% | -7.5% | -1.9% |
| 30D | -27.6% | +38.5% | -66.1% | -34.3% |
| 3M | -48.7% | +61.0% | -109.7% | -55.5% |
| 6M | -50.8% | +58.0% | -108.9% | -58.0% |
| YTD | -49.2% | -23.5% | -25.8% | -47.8% |
| 1Y | -46.7% | -10.5% | -36.1% | -47.6% |
| 3Y | +793.2% | -33.8% | +827.1% | +823.6% |
| 5Y | +195.6% | -78.1% | +273.7% | +257.3% |
| All | +277.6% | -11.4% | +289.0% | +303.2% |
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