+69.5%
AME vs EPAM
-77.4%
+146.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.9% | +6.4% | +2.9% |
| 7D | -5.2% | +13.4% | -18.5% | -6.4% |
| 30D | -8.0% | +47.1% | -55.1% | -11.5% |
| 3M | -8.9% | +71.2% | -80.1% | -13.8% |
| 6M | -5.0% | +48.9% | -53.9% | -9.3% |
| YTD | +11.9% | -22.2% | +34.1% | +14.3% |
| 1Y | +16.6% | -5.2% | +21.8% | +16.3% |
| 3Y | +62.5% | -34.9% | +97.4% | +65.5% |
| All | +69.5% | -77.4% | +146.9% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling