+6,351.7%
AMD vs EPAM
+170.1%
+6,181.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.9% | +14.9% | +12.3% |
| 7D | -11.0% | +13.4% | -24.4% | -17.0% |
| 30D | -30.5% | +47.1% | -77.5% | -41.4% |
| 3M | -8.2% | +71.2% | -79.4% | -27.8% |
| 6M | +6.6% | +48.9% | -42.4% | -15.4% |
| YTD | +109.7% | -22.2% | +131.9% | +112.5% |
| 1Y | +88.9% | -5.2% | +94.1% | +74.9% |
| 3Y | +301.8% | -34.9% | +336.8% | +306.6% |
| 5Y | +229.4% | -77.4% | +306.8% | +419.9% |
| All | +6,351.7% | +170.1% | +6,181.6% | +1,508.4% |
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