+264.6%
ASTS vs EPAM
-22.4%
+287.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.0% |
| 7D | -15.8% | +0.8% | -16.6% | -16.1% |
| 30D | -39.0% | +24.9% | -64.0% | -42.7% |
| 3M | -49.3% | +22.6% | -71.9% | -52.4% |
| 6M | -47.9% | +24.2% | -72.1% | -52.2% |
| YTD | -51.0% | -33.0% | -18.0% | -47.3% |
| 1Y | -49.2% | -13.3% | -35.8% | -49.3% |
| 3Y | +760.4% | -42.9% | +803.3% | +834.2% |
| 5Y | +185.6% | -80.8% | +266.5% | +261.1% |
| All | +264.6% | -22.4% | +287.0% | +307.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling