+174.0%
ASTS vs EPAM
-77.4%
+251.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.9% | +10.9% | +8.0% |
| 7D | -21.1% | +13.4% | -34.5% | -24.8% |
| 30D | -46.7% | +47.1% | -93.8% | -53.0% |
| 3M | -52.0% | +71.2% | -123.2% | -59.7% |
| 6M | -54.3% | +48.9% | -103.2% | -61.0% |
| YTD | -55.5% | -22.2% | -33.2% | -54.0% |
| 1Y | -50.5% | -5.2% | -45.3% | -52.2% |
| 3Y | +706.2% | -34.9% | +741.2% | +745.4% |
| All | +174.0% | -77.4% | +251.4% | +297.1% |
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