+44.7%
AMDL vs EPAM
+21.8%
+22.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.1% |
| 7D | -30.7% | +0.8% | -31.6% | -28.9% |
| 30D | -43.8% | +24.9% | -68.7% | -28.4% |
| 3M | -24.5% | +22.6% | -47.1% | -4.1% |
| 6M | +44.7% | +24.2% | +20.5% | +131.5% |
| All | +44.7% | +21.8% | +22.9% | +131.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling