+147.7%
ASTS vs EPAM
-77.2%
+224.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +20.6% | -35.8% | -20.3% |
| 7D | -29.9% | +23.0% | -52.9% | -34.6% |
| 30D | -52.2% | +51.6% | -103.7% | -58.1% |
| 3M | -55.8% | +50.8% | -106.6% | -61.6% |
| 6M | -52.7% | +51.1% | -103.8% | -59.7% |
| YTD | -58.4% | -19.1% | -39.3% | -57.4% |
| 1Y | -57.1% | +3.0% | -60.1% | -59.6% |
| 3Y | +629.5% | -31.2% | +660.6% | +653.4% |
| 5Y | +147.7% | -76.5% | +224.2% | +232.0% |
| All | +147.7% | -77.2% | +224.9% | +232.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling