+664.3%
AME vs EPAM
+1,105.1%
-440.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +20.6% | -26.6% | -9.4% |
| 7D | -11.4% | +23.0% | -34.4% | -15.0% |
| 30D | -12.1% | +51.6% | -63.7% | -18.9% |
| 3M | -12.3% | +50.8% | -63.2% | -19.5% |
| 6M | -4.6% | +51.1% | -55.8% | -13.2% |
| YTD | +9.1% | -19.1% | +28.2% | +10.5% |
| 1Y | +13.3% | +3.0% | +10.3% | +9.3% |
| 3Y | +58.2% | -31.2% | +89.3% | +59.6% |
| 5Y | +63.4% | -76.5% | +139.9% | +91.9% |
| 10Y | +436.7% | +168.4% | +268.3% | +254.8% |
| All | +664.3% | +1,105.1% | -440.7% | +309.9% |
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