-36.7%
AUR vs EPAM
-75.1%
+38.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +0.2% | -4.5% | +4.6% | +1.7% |
| 30D | -8.9% | +14.6% | -23.6% | -13.4% |
| 3M | +4.6% | +23.1% | -18.5% | -5.2% |
| 6M | +44.9% | -19.5% | +64.3% | +53.2% |
| YTD | +64.8% | -44.1% | +108.9% | +98.0% |
| 1Y | +16.4% | -25.2% | +41.6% | +24.1% |
| 3Y | +85.1% | -56.8% | +141.9% | +134.7% |
| 5Y | -36.1% | -81.7% | +45.6% | +11.6% |
| All | -36.7% | -75.1% | +38.4% | +9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling