+95.0%
AMDL vs EPAM
-60.9%
+155.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -2.4% | +11.6% | +9.5% |
| 7D | +4.5% | +2.0% | +2.6% | +4.3% |
| 30D | -4.4% | +6.5% | -10.9% | -5.5% |
| 3M | -30.5% | +19.9% | -50.4% | -32.9% |
| 6M | +300.9% | -16.9% | +317.8% | +339.0% |
| YTD | +219.9% | -42.9% | +262.8% | +311.8% |
| 1Y | +374.7% | -30.4% | +405.1% | +441.3% |
| All | +95.0% | -60.9% | +155.9% | +117.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling