+288.6%
AZO vs EPAM
+74.2%
+214.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.1% | -0.5% |
| 7D | -3.6% | +0.7% | -4.3% | -3.7% |
| 30D | -5.6% | +17.6% | -23.1% | -7.5% |
| 3M | -6.6% | +27.1% | -33.8% | -9.9% |
| 6M | -22.5% | -17.0% | -5.6% | -21.3% |
| YTD | -15.2% | -42.4% | +27.3% | -10.4% |
| 1Y | -33.9% | -25.3% | -8.6% | -32.7% |
| 3Y | +11.8% | -55.7% | +67.5% | +19.1% |
| 5Y | +85.5% | -81.2% | +166.7% | +116.3% |
| All | +288.6% | +74.2% | +214.3% | +156.3% |
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