+473.2%
AU vs EPAM
-77.4%
+550.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.9% | +8.9% | +5.1% |
| 7D | +16.5% | +13.4% | +3.2% | +16.2% |
| 30D | +3.3% | +47.1% | -43.8% | +2.2% |
| 3M | +6.8% | +71.2% | -64.3% | +5.4% |
| 6M | -3.9% | +48.9% | -52.9% | -5.1% |
| YTD | +12.9% | -22.2% | +35.2% | +13.3% |
| 1Y | +43.5% | -5.2% | +48.6% | +43.3% |
| 3Y | +445.5% | -34.9% | +480.5% | +448.4% |
| All | +473.2% | -77.4% | +550.7% | +464.5% |
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