+209.1%
ASTS vs EPAM
-6.4%
+215.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +20.6% | -35.8% | -19.8% |
| 7D | -29.9% | +23.0% | -52.9% | -34.2% |
| 30D | -52.2% | +51.6% | -103.7% | -57.5% |
| 3M | -55.8% | +50.8% | -106.6% | -61.0% |
| 6M | -52.7% | +51.1% | -103.8% | -59.0% |
| YTD | -58.4% | -19.1% | -39.3% | -57.7% |
| 1Y | -57.1% | +3.0% | -60.1% | -59.4% |
| 3Y | +629.5% | -31.2% | +660.6% | +648.9% |
| 5Y | +147.7% | -76.5% | +224.2% | +195.5% |
| All | +209.1% | -6.4% | +215.5% | +226.4% |
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 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