-98.1%
AMC vs EPAM
+243.2%
-341.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.7% | +5.0% |
| 7D | +2.3% | +2.0% | +0.4% | +1.7% |
| 30D | -0.7% | +6.5% | -7.3% | -2.9% |
| 3M | +35.2% | +19.9% | +15.3% | +26.5% |
| 6M | +124.6% | -16.9% | +141.5% | +133.9% |
| YTD | +69.9% | -42.9% | +112.7% | +93.8% |
| 1Y | -2.6% | -30.4% | +27.8% | +4.6% |
| 3Y | -79.8% | -54.7% | -25.0% | -76.3% |
| 5Y | -99.4% | -81.8% | -17.6% | -99.2% |
| 10Y | -98.9% | +65.5% | -164.3% | -99.2% |
| All | -98.1% | +243.2% | -341.3% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling