+6,641.8%
AMD vs EPAM
+899.0%
+5,742.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -15.5% | +0.8% | -16.3% | -16.1% |
| 30D | -22.6% | +24.9% | -47.6% | -28.9% |
| 3M | -5.7% | +22.6% | -28.3% | -14.2% |
| 6M | +43.1% | +24.2% | +18.9% | +25.1% |
| YTD | +128.2% | -33.0% | +161.2% | +146.3% |
| 1Y | +95.5% | -13.3% | +108.8% | +89.7% |
| 3Y | +335.4% | -42.9% | +378.4% | +367.7% |
| 5Y | +255.5% | -80.8% | +336.3% | +436.2% |
| 10Y | +7,350.9% | +122.5% | +7,228.4% | +4,114.8% |
| All | +6,641.8% | +899.0% | +5,742.8% | +2,708.3% |
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