+796.3%
AU vs EPAM
+157.4%
+638.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -7.2% | +2.4% | -9.6% | -7.3% |
| 30D | -2.9% | +42.3% | -45.2% | -4.2% |
| 3M | -8.7% | +60.7% | -69.3% | -10.3% |
| 6M | -14.1% | +80.5% | -94.6% | -16.2% |
| YTD | +4.8% | -20.4% | +25.2% | +5.2% |
| 1Y | +11.9% | -9.6% | +21.5% | +11.8% |
| 3Y | +513.8% | -30.5% | +544.3% | +515.3% |
| 5Y | +379.3% | -75.7% | +455.0% | +407.7% |
| All | +796.3% | +157.4% | +638.9% | +1,060.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling