+156.6%
AU vs EPAM
+1,093.7%
-937.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.7% | -10.2% | -5.7% |
| 7D | +15.3% | +18.8% | -3.5% | +14.7% |
| 30D | -0.3% | +44.9% | -45.3% | -1.3% |
| 3M | -2.9% | +68.6% | -71.5% | -4.2% |
| 6M | -10.7% | +65.4% | -76.1% | -12.0% |
| YTD | +14.0% | -19.9% | +33.9% | +14.2% |
| 1Y | +32.5% | -10.0% | +42.5% | +32.4% |
| 3Y | +557.9% | -30.3% | +588.2% | +558.8% |
| 5Y | +441.0% | -75.7% | +516.7% | +457.3% |
| 10Y | +816.9% | +167.2% | +649.7% | +850.3% |
| All | +156.6% | +1,093.7% | -937.1% | +135.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling