+683.8%
AME vs EPAM
+1,058.6%
-374.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.9% | +6.4% | +3.2% |
| 7D | -5.2% | +13.4% | -18.5% | -7.7% |
| 30D | -8.0% | +47.1% | -55.1% | -14.7% |
| 3M | -8.9% | +71.2% | -80.1% | -18.1% |
| 6M | -5.0% | +48.9% | -53.9% | -13.4% |
| YTD | +11.9% | -22.2% | +34.1% | +14.0% |
| 1Y | +16.6% | -5.2% | +21.8% | +14.2% |
| 3Y | +62.5% | -34.9% | +97.4% | +65.5% |
| 5Y | +67.6% | -77.4% | +145.0% | +98.0% |
| 10Y | +450.4% | +158.1% | +292.3% | +266.1% |
| All | +683.8% | +1,058.6% | -374.8% | +322.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling