+443.9%
AME vs EPAM
+163.7%
+280.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.7% | +4.5% |
| 7D | -1.5% | +9.1% | -10.6% | -3.6% |
| 30D | -4.2% | +38.5% | -42.6% | -10.3% |
| 3M | -5.9% | +61.0% | -66.9% | -14.8% |
| 6M | +2.8% | +58.0% | -55.2% | -7.7% |
| YTD | +16.6% | -23.5% | +40.0% | +19.6% |
| 1Y | +22.1% | -10.5% | +32.7% | +21.2% |
| 3Y | +64.7% | -33.8% | +98.5% | +67.6% |
| 5Y | +76.6% | -78.1% | +154.7% | +125.1% |
| 10Y | +443.9% | +157.7% | +286.2% | +209.0% |
| All | +443.9% | +163.7% | +280.2% | +209.0% |
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