+30.1%
AMDL vs EPAM
+4.5%
+25.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.9% | +20.6% | -55.5% | -19.7% |
| 7D | -52.7% | +23.0% | -75.7% | -40.5% |
| 30D | -65.3% | +51.6% | -116.9% | -51.0% |
| 3M | -40.8% | +50.8% | -91.6% | -15.0% |
| 6M | -12.9% | +51.1% | -64.0% | +42.9% |
| YTD | +98.0% | -19.1% | +117.1% | +249.6% |
| 1Y | +30.1% | +3.0% | +27.2% | +116.8% |
| All | +30.1% | +4.5% | +25.6% | +116.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling