+90.4%
AUR vs EPAM
-56.4%
+146.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.2% |
| 7D | +19.2% | -0.9% | +20.1% | +19.6% |
| 30D | -7.8% | +18.4% | -26.1% | -13.1% |
| 3M | +4.0% | +19.2% | -15.2% | -4.1% |
| 6M | +45.0% | -21.0% | +65.9% | +58.7% |
| YTD | +69.5% | -43.7% | +113.2% | +112.7% |
| 1Y | +13.0% | -29.9% | +42.9% | +27.1% |
| 3Y | +90.4% | -56.5% | +146.9% | +108.0% |
| All | +90.4% | -56.4% | +146.7% | +108.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling