+11.9%
AU vs EPAM
-8.3%
+20.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -7.2% | +2.4% | -9.6% | -7.2% |
| 30D | -2.9% | +42.3% | -45.2% | -3.8% |
| 3M | -8.7% | +60.7% | -69.3% | -9.9% |
| 6M | -14.1% | +80.5% | -94.6% | -15.2% |
| YTD | +4.8% | -20.4% | +25.2% | +5.4% |
| 1Y | +11.9% | -9.6% | +21.5% | +4.8% |
| All | +11.9% | -8.3% | +20.2% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling