+537.8%
ASTS vs EPAM
-33.9%
+571.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.9% |
| 7D | +7.3% | +2.0% | +5.4% | +6.8% |
| 30D | -8.9% | +6.5% | -15.4% | -10.7% |
| 3M | -41.9% | +19.9% | -61.9% | -45.5% |
| 6M | -40.6% | -16.9% | -23.7% | -38.8% |
| YTD | -14.2% | -42.9% | +28.7% | -3.2% |
| 1Y | +48.9% | -30.4% | +79.2% | +58.1% |
| 3Y | +1,461.7% | -54.7% | +1,516.4% | +1,715.4% |
| 5Y | +404.1% | -81.8% | +485.9% | +558.7% |
| All | +537.8% | -33.9% | +571.7% | +647.4% |
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