+16.8%
AMCR vs EPAM
+63.0%
-46.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | -6.3% | -2.2% | -4.1% | -6.0% |
| 30D | -7.1% | +17.8% | -24.9% | -9.4% |
| 3M | +12.7% | +19.9% | -7.2% | +9.0% |
| 6M | +5.2% | -21.6% | +26.7% | +8.1% |
| YTD | +8.1% | -44.0% | +52.1% | +16.1% |
| 1Y | +11.7% | -30.5% | +42.2% | +15.6% |
| 3Y | +9.9% | -56.8% | +66.7% | +19.4% |
| 5Y | -8.7% | -81.7% | +73.0% | +8.2% |
| 10Y | +16.8% | +68.4% | -51.6% | -1.9% |
| All | +16.8% | +63.0% | -46.2% | -1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling