-98.8%
AMC vs EPAM
+157.4%
-256.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | +3.5% | +2.4% | +1.1% | +2.8% |
| 30D | +12.5% | +42.3% | -29.9% | -0.1% |
| 3M | +23.6% | +60.7% | -37.1% | +5.4% |
| 6M | +144.4% | +80.5% | +63.9% | +99.2% |
| YTD | +108.3% | -20.4% | +128.7% | +112.5% |
| 1Y | +38.9% | -9.6% | +48.5% | +36.2% |
| 3Y | -58.9% | -30.5% | -28.4% | -58.2% |
| 5Y | -99.2% | -75.7% | -23.5% | -99.0% |
| All | -98.8% | +157.4% | -256.2% | -99.3% |
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