-98.8%
AMC vs EPAM
+180.9%
-279.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +20.6% | -33.1% | -18.1% |
| 7D | 0.0% | +23.0% | -23.0% | -7.1% |
| 30D | +4.4% | +51.6% | -47.2% | -8.9% |
| 3M | +15.4% | +50.8% | -35.5% | 0.0% |
| 6M | +93.7% | +51.1% | +42.6% | +66.6% |
| YTD | +97.4% | -19.1% | +116.6% | +100.7% |
| 1Y | +23.2% | +3.0% | +20.2% | +16.2% |
| 3Y | -71.3% | -31.2% | -40.1% | -70.6% |
| 5Y | -99.3% | -76.5% | -22.8% | -99.1% |
| All | -98.8% | +180.9% | -279.7% | -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