-5.5%
AMCR vs EPAM
-77.4%
+71.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.7% | -1.7% |
| 7D | -5.3% | +13.4% | -18.7% | -6.9% |
| 30D | +8.7% | +47.1% | -38.3% | +3.7% |
| 3M | -3.3% | +71.2% | -74.5% | -9.5% |
| 6M | +15.1% | +48.9% | -33.9% | +8.8% |
| YTD | +12.4% | -22.2% | +34.7% | +13.8% |
| 1Y | +15.8% | -5.2% | +21.0% | +14.4% |
| 3Y | +16.7% | -34.9% | +51.7% | +17.9% |
| All | -5.5% | -77.4% | +71.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling