+61.4%
AME vs EPAM
-30.2%
+91.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | +1.1% | +18.5% | -17.4% | +0.2% |
| 30D | -4.1% | +44.0% | -48.1% | -6.4% |
| 3M | -6.3% | +63.0% | -69.3% | -9.7% |
| 6M | +3.5% | +67.3% | -63.7% | -0.7% |
| YTD | +17.3% | -20.5% | +37.8% | +22.8% |
| 1Y | +22.0% | -9.6% | +31.6% | +25.3% |
| All | +61.4% | -30.2% | +91.6% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling