+11.4%
AMCR vs EPAM
-32.1%
+43.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.4% |
| 7D | -3.3% | +2.0% | -5.2% | -3.4% |
| 30D | -5.4% | +6.5% | -12.0% | -6.2% |
| 3M | +20.0% | +19.9% | 0.0% | +17.6% |
| 6M | 0.0% | -16.9% | +17.0% | -0.5% |
| YTD | +11.5% | -42.9% | +54.4% | +12.7% |
| 1Y | +11.4% | -30.4% | +41.8% | +9.9% |
| All | +11.4% | -32.1% | +43.5% | +9.9% |
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