+196.6%
AMD vs EPAM
-77.2%
+273.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +20.6% | -37.9% | -21.2% |
| 7D | -28.6% | +23.0% | -51.6% | -32.5% |
| 30D | -37.7% | +51.6% | -89.3% | -44.0% |
| 3M | -16.1% | +50.8% | -66.9% | -25.3% |
| 6M | +13.8% | +51.1% | -37.3% | -0.7% |
| YTD | +88.8% | -19.1% | +108.0% | +95.4% |
| 1Y | +57.8% | +3.0% | +54.8% | +50.6% |
| 3Y | +260.3% | -31.2% | +291.4% | +270.5% |
| 5Y | +196.6% | -76.5% | +273.1% | +369.5% |
| All | +196.6% | -77.2% | +273.8% | +369.5% |
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