+12.7%
AZO vs EPAM
-56.4%
+69.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.0% |
| 7D | -0.5% | -0.9% | +0.4% | -0.4% |
| 30D | -5.6% | +18.4% | -24.0% | -6.6% |
| 3M | -4.0% | +19.2% | -23.2% | -5.3% |
| 6M | -18.9% | -21.0% | +2.0% | -18.9% |
| YTD | -13.0% | -43.7% | +30.7% | -11.8% |
| 1Y | -30.4% | -29.9% | -0.6% | -30.3% |
| 3Y | +12.7% | -56.5% | +69.2% | +17.0% |
| All | +12.7% | -56.4% | +69.0% | +17.0% |
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