+16.3%
AMCR vs EPAM
-54.6%
+71.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-07 to 2026-09-07.
| 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% | -5.1% |
| 3M | +21.7% | +19.9% | +1.7% | +18.4% |
| 6M | +1.5% | -16.9% | +18.4% | +2.9% |
| YTD | +13.1% | -42.9% | +56.0% | +19.7% |
| 1Y | +16.5% | -30.4% | +46.9% | +19.4% |
| All | +16.3% | -54.6% | +71.0% | +24.5% |
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 2023-09-07 to 2026-09-07: 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…
2023-09-07 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling