+618.4%
AU vs EPAM
-56.4%
+674.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.3% | -1.1% |
| 7D | -0.3% | -0.9% | +0.6% | -0.3% |
| 30D | +12.8% | +18.4% | -5.6% | +12.6% |
| 3M | +28.5% | +19.2% | +9.2% | +28.2% |
| 6M | +4.8% | -21.0% | +25.8% | +5.0% |
| YTD | +31.0% | -43.7% | +74.7% | +31.9% |
| 1Y | +81.4% | -29.9% | +111.3% | +83.0% |
| 3Y | +618.4% | -56.5% | +675.0% | +638.4% |
| All | +618.4% | -56.4% | +674.8% | +638.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling