+653.1%
ASTS vs EPAM
-31.1%
+684.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +20.6% | -35.8% | -17.2% |
| 7D | -29.9% | +23.0% | -52.9% | -31.9% |
| 30D | -52.2% | +51.6% | -103.7% | -55.3% |
| 3M | -55.8% | +50.8% | -106.6% | -58.9% |
| 6M | -52.7% | +51.1% | -103.8% | -56.2% |
| YTD | -58.4% | -19.1% | -39.3% | -54.9% |
| 1Y | -57.1% | +3.0% | -60.1% | -57.0% |
| All | +653.1% | -31.1% | +684.2% | +718.4% |
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