-91.6%
AMIX vs EPAM
-15.2%
-76.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.5% |
| 7D | -25.1% | +0.8% | -25.9% | -26.4% |
| 30D | -54.5% | +24.9% | -79.4% | -64.7% |
| 3M | -91.7% | +22.6% | -114.3% | -93.8% |
| 6M | -79.4% | +24.2% | -103.6% | -84.5% |
| YTD | -86.1% | -33.0% | -53.1% | -88.8% |
| 1Y | -91.6% | -13.3% | -78.3% | -86.7% |
| All | -91.6% | -15.2% | -76.4% | -86.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling