+150.7%
AUR vs EPAM
-31.2%
+181.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.7% | -6.8% | -3.5% |
| 7D | +6.6% | +18.8% | -12.2% | +0.3% |
| 30D | -22.0% | +44.9% | -66.9% | -31.2% |
| 3M | -34.8% | +68.6% | -103.4% | -45.6% |
| 6M | -35.7% | +65.4% | -101.1% | -47.3% |
| YTD | +18.5% | -19.9% | +38.4% | +31.2% |
| 1Y | +4.4% | -10.0% | +14.4% | +9.3% |
| 3Y | +150.7% | -30.3% | +180.9% | +101.0% |
| All | +150.7% | -31.2% | +181.9% | +101.0% |
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