+337.4%
AMD vs EPAM
-42.9%
+380.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | -15.5% | +0.8% | -16.3% | -15.6% |
| 30D | -22.6% | +24.9% | -47.6% | -23.8% |
| 3M | -5.7% | +22.6% | -28.3% | -7.3% |
| 6M | +43.1% | +24.2% | +18.9% | +41.7% |
| YTD | +128.2% | -33.0% | +161.2% | +159.1% |
| 1Y | +95.5% | -13.3% | +108.8% | +105.7% |
| All | +337.4% | -42.9% | +380.2% | +373.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling