+441.6%
AME vs EPAM
+165.6%
+276.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | +1.1% | +18.5% | -17.4% | -2.5% |
| 30D | -4.1% | +44.0% | -48.1% | -10.9% |
| 3M | -6.3% | +63.0% | -69.3% | -15.3% |
| 6M | +3.5% | +67.3% | -63.7% | -8.0% |
| YTD | +17.3% | -20.5% | +37.8% | +19.6% |
| 1Y | +22.0% | -9.6% | +31.6% | +21.0% |
| 3Y | +62.0% | -30.8% | +92.8% | +63.6% |
| 5Y | +78.5% | -75.6% | +154.1% | +119.9% |
| 10Y | +441.6% | +159.6% | +282.1% | +199.6% |
| All | +441.6% | +165.6% | +276.0% | +199.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling