+198.2%
AU vs EPAM
+751.2%
-553.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | 0.0% | -2.3% |
| 7D | -3.6% | +2.0% | -5.6% | -3.7% |
| 30D | +23.9% | +6.5% | +17.4% | +23.6% |
| 3M | +19.1% | +19.9% | -0.9% | +18.5% |
| 6M | -0.2% | -16.9% | +16.8% | +0.1% |
| YTD | +32.5% | -42.9% | +75.3% | +33.9% |
| 1Y | +96.9% | -30.4% | +127.3% | +98.2% |
| 3Y | +614.7% | -54.7% | +669.5% | +624.3% |
| 5Y | +647.7% | -81.8% | +729.5% | +676.0% |
| 10Y | +679.2% | +65.5% | +613.8% | +714.7% |
| All | +198.2% | +751.2% | -553.0% | +176.4% |
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 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