+78.5%
AME vs EPAM
-75.7%
+154.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | +5.9% | +2.4% | +3.5% | +5.7% |
| 30D | -1.9% | +42.3% | -44.2% | -5.3% |
| 3M | -5.4% | +60.7% | -66.0% | -9.9% |
| 6M | +4.9% | +80.5% | -75.6% | -1.9% |
| YTD | +18.5% | -20.4% | +38.8% | +20.7% |
| 1Y | +25.5% | -9.6% | +35.1% | +25.9% |
| 3Y | +63.0% | -30.5% | +93.5% | +65.0% |
| All | +78.5% | -75.7% | +154.2% | +94.5% |
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