+419.4%
AME vs EPAM
+65.3%
+354.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.9% |
| 7D | +0.6% | +2.0% | -1.3% | +0.2% |
| 30D | -6.7% | +6.5% | -13.2% | -8.2% |
| 3M | +4.1% | +19.9% | -15.9% | -0.5% |
| 6M | +1.6% | -16.9% | +18.5% | +3.9% |
| YTD | +16.1% | -42.9% | +59.0% | +26.9% |
| 1Y | +27.3% | -30.4% | +57.7% | +33.0% |
| 3Y | +50.9% | -54.7% | +105.6% | +66.4% |
| 5Y | +81.4% | -81.8% | +163.2% | +134.6% |
| All | +419.4% | +65.3% | +354.1% | +204.3% |
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