-98.7%
AMC vs EPAM
+170.1%
-268.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.9% | +5.8% | +3.0% |
| 7D | +2.6% | +13.4% | -10.8% | -2.4% |
| 30D | +9.0% | +47.1% | -38.0% | -4.1% |
| 3M | +22.2% | +71.2% | -49.0% | +2.2% |
| 6M | +91.5% | +48.9% | +42.5% | +65.2% |
| YTD | +101.3% | -22.2% | +123.5% | +106.7% |
| 1Y | +20.8% | -5.2% | +25.9% | +16.6% |
| 3Y | -71.3% | -34.9% | -36.4% | -70.2% |
| 5Y | -99.2% | -77.4% | -21.8% | -99.1% |
| All | -98.7% | +170.1% | -268.8% | -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