+100.2%
AMCR vs EPAM
+633.3%
-533.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +13.0% | -30.4% | +43.4% | +15.8% |
| 3Y | +6.9% | -54.7% | +61.7% | +12.8% |
| 5Y | -10.5% | -81.8% | +71.4% | -1.0% |
| 10Y | +20.9% | +65.5% | -44.6% | +21.9% |
| All | +100.2% | +633.3% | -533.1% | +117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling