+106.4%
AMCR vs EPAM
+633.3%
-526.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.1% |
| 7D | -1.9% | +2.0% | -3.8% | -2.1% |
| 30D | -4.1% | +6.5% | -10.6% | -4.9% |
| 3M | +21.7% | +19.9% | +1.7% | +18.8% |
| 6M | +1.5% | -16.9% | +18.4% | +2.8% |
| YTD | +13.1% | -42.9% | +56.0% | +18.8% |
| 1Y | +16.5% | -30.4% | +46.9% | +19.4% |
| 3Y | +10.3% | -54.7% | +65.0% | +16.3% |
| 5Y | -7.7% | -81.8% | +74.1% | +2.1% |
| 10Y | +24.6% | +65.5% | -40.8% | +25.7% |
| All | +106.4% | +633.3% | -526.9% | +124.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling