+11.3%
AMCR vs EPAM
-10.0%
+21.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | -8.5% | +18.5% | -27.0% | -9.3% |
| 30D | +6.8% | +44.0% | -37.3% | +4.0% |
| 3M | -5.0% | +63.0% | -68.0% | -8.4% |
| 6M | +13.9% | +67.3% | -53.4% | +8.9% |
| YTD | +11.2% | -20.5% | +31.7% | +8.0% |
| 1Y | +11.3% | -9.6% | +20.9% | +6.3% |
| All | +11.3% | -10.0% | +21.4% | +6.3% |
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