+686.3%
AU vs EPAM
-81.7%
+768.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.3% |
| 3M | +28.5% | +19.2% | +9.2% | +27.8% |
| 6M | +4.8% | -21.0% | +25.8% | +5.3% |
| YTD | +31.0% | -43.7% | +74.7% | +32.5% |
| 1Y | +81.4% | -29.9% | +111.3% | +82.7% |
| 3Y | +618.4% | -56.5% | +675.0% | +630.4% |
| 5Y | +686.3% | -81.7% | +768.0% | +706.5% |
| All | +686.3% | -81.7% | +768.0% | +706.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling