-98.7%
AMC vs EPAM
+163.7%
-262.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.6% | +9.8% | +8.7% |
| 7D | +6.6% | +9.1% | -2.5% | +2.4% |
| 30D | +14.1% | +38.5% | -24.4% | +2.1% |
| 3M | +31.3% | +61.0% | -29.7% | +11.8% |
| 6M | +126.7% | +58.0% | +68.6% | +92.0% |
| YTD | +117.9% | -23.5% | +141.4% | +124.7% |
| 1Y | +41.1% | -10.5% | +51.6% | +38.7% |
| 3Y | -61.0% | -33.8% | -27.1% | -59.8% |
| 5Y | -99.1% | -78.1% | -21.0% | -98.9% |
| 10Y | -98.7% | +157.7% | -256.4% | -99.2% |
| All | -98.7% | +163.7% | -262.4% | -99.2% |
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