-2.6%
AMC vs EPAM
-32.1%
+29.6%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.7% | +5.0% |
| 7D | +2.3% | +2.0% | +0.4% | +1.7% |
| 30D | -0.7% | +6.5% | -7.3% | -2.9% |
| 3M | +35.2% | +19.9% | +15.3% | +27.4% |
| 6M | +124.6% | -16.9% | +141.5% | +129.1% |
| YTD | +69.9% | -42.9% | +112.7% | +78.9% |
| 1Y | -2.6% | -30.4% | +27.8% | -1.7% |
| All | -2.6% | -32.1% | +29.6% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling