-97.4%
AMC vs EPAM
+302.8%
-400.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.6% | +7.9% | +7.5% |
| 7D | +17.7% | +0.8% | +16.9% | +17.3% |
| 30D | +26.2% | +24.9% | +1.2% | +18.2% |
| 3M | +31.3% | +22.6% | +8.8% | +22.7% |
| 6M | +142.8% | +24.2% | +118.6% | +124.3% |
| YTD | +125.6% | -33.0% | +158.6% | +144.4% |
| 1Y | +40.2% | -13.3% | +53.5% | +40.8% |
| 3Y | -67.2% | -42.9% | -24.2% | -64.2% |
| 5Y | -99.1% | -80.8% | -18.3% | -98.8% |
| 10Y | -98.5% | +122.5% | -221.1% | -99.0% |
| All | -97.4% | +302.8% | -400.2% | -98.5% |
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