+23.2%
AMC vs EPAM
+4.5%
+18.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +20.6% | -33.1% | -14.8% |
| 7D | 0.0% | +23.0% | -23.0% | -3.1% |
| 30D | +4.4% | +51.6% | -47.2% | -3.9% |
| 3M | +15.4% | +50.8% | -35.5% | +5.3% |
| 6M | +93.7% | +51.1% | +42.6% | +76.5% |
| YTD | +97.4% | -19.1% | +116.6% | +85.8% |
| 1Y | +23.2% | +3.0% | +20.2% | +9.1% |
| All | +23.2% | +4.5% | +18.7% | +9.1% |
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