+6,487.2%
AMD vs EPAM
+751.2%
+5,736.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.4% | +7.1% | +5.5% |
| 7D | +2.6% | +2.0% | +0.6% | +1.8% |
| 30D | -0.9% | +6.5% | -7.5% | -4.2% |
| 3M | -8.7% | +19.9% | -28.7% | -17.5% |
| 6M | +136.3% | -16.9% | +153.3% | +141.2% |
| YTD | +123.0% | -42.9% | +165.9% | +157.6% |
| 1Y | +195.2% | -30.4% | +225.5% | +212.0% |
| 3Y | +336.3% | -54.7% | +391.1% | +415.7% |
| 5Y | +334.5% | -81.8% | +416.3% | +566.4% |
| 10Y | +6,259.1% | +65.5% | +6,193.7% | +3,900.6% |
| All | +6,487.2% | +751.2% | +5,736.0% | +2,837.9% |
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