+119.6%
AMDL vs EPAM
-45.6%
+165.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | -0.8% | +15.1% | +14.3% |
| 7D | +18.5% | +18.5% | 0.0% | +21.0% |
| 30D | -24.2% | +44.0% | -68.3% | -24.1% |
| 3M | +11.5% | +63.0% | -51.5% | +9.4% |
| 6M | -1.0% | +67.3% | -68.3% | -5.3% |
| YTD | +260.3% | -20.5% | +280.8% | +365.1% |
| 1Y | +178.2% | -9.6% | +187.8% | +234.1% |
| All | +119.6% | -45.6% | +165.2% | +145.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling