+85.8%
AMDL vs EPAM
-4.9%
+90.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -3.9% | +26.1% | +19.4% |
| 7D | -26.2% | +13.4% | -39.6% | -12.3% |
| 30D | -57.1% | +47.1% | -104.2% | -41.2% |
| 3M | -29.8% | +71.2% | -101.0% | +4.3% |
| 6M | -22.2% | +48.9% | -71.1% | +23.3% |
| YTD | +142.1% | -22.2% | +164.4% | +329.5% |
| 1Y | +85.8% | -5.2% | +91.0% | +157.2% |
| All | +85.8% | -4.9% | +90.8% | +157.2% |
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