+124.4%
AMDL vs EPAM
-11.8%
+136.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | -1.6% | +28.3% | +25.6% |
| 7D | +10.3% | +9.1% | +1.2% | +28.1% |
| 30D | -38.3% | +38.5% | -76.8% | -17.8% |
| 3M | -8.7% | +61.0% | -69.7% | +32.7% |
| 6M | -14.4% | +58.0% | -72.4% | +36.3% |
| YTD | +206.9% | -23.5% | +230.4% | +441.4% |
| All | +124.4% | -11.8% | +136.2% | +236.6% |
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