+754.4%
AZO vs EPAM
+751.2%
+3.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.8% |
| 7D | +0.7% | +2.0% | -1.2% | +0.5% |
| 30D | -2.7% | +6.5% | -9.2% | -3.7% |
| 3M | -3.2% | +19.9% | -23.1% | -5.7% |
| 6M | -19.7% | -16.9% | -2.8% | -18.6% |
| YTD | -12.0% | -42.9% | +30.8% | -7.3% |
| 1Y | -29.5% | -30.4% | +0.8% | -27.7% |
| 3Y | +17.3% | -54.7% | +72.1% | +24.1% |
| 5Y | +94.1% | -81.8% | +175.9% | +120.4% |
| 10Y | +303.3% | +65.5% | +237.8% | +221.8% |
| All | +754.4% | +751.2% | +3.2% | +532.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling