+215.4%
AMD vs EPAM
-31.1%
+246.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.4% | +7.1% | +4.2% |
| 7D | +2.6% | +2.0% | +0.6% | +3.1% |
| 30D | -0.9% | +6.5% | -7.5% | +1.1% |
| 3M | -8.7% | +19.9% | -28.7% | -1.4% |
| 6M | +136.3% | -16.9% | +153.3% | +155.2% |
| YTD | +123.0% | -42.9% | +165.9% | +147.3% |
| All | +215.4% | -31.1% | +246.5% | +256.0% |
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