+717.6%
AU vs EPAM
+63.0%
+654.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.7% |
| 7D | +0.6% | -2.2% | +2.8% | +0.7% |
| 30D | +12.3% | +17.8% | -5.5% | +11.7% |
| 3M | +29.4% | +19.9% | +9.5% | +28.4% |
| 6M | +3.2% | -21.6% | +24.8% | +3.9% |
| YTD | +31.8% | -44.0% | +75.8% | +34.1% |
| 1Y | +83.4% | -30.5% | +113.9% | +85.1% |
| 3Y | +623.1% | -56.8% | +679.9% | +639.2% |
| 5Y | +700.5% | -81.7% | +782.2% | +754.3% |
| 10Y | +717.6% | +68.4% | +649.1% | +944.4% |
| All | +717.6% | +63.0% | +654.5% | +944.4% |
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 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