-91.6%
AMIX vs EPAM
-4.9%
-86.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +3.0% |
| 7D | -16.0% | +13.4% | -29.4% | -26.8% |
| 30D | -55.4% | +47.1% | -102.5% | -70.9% |
| 3M | -87.5% | +71.2% | -158.7% | -93.6% |
| 6M | -81.2% | +48.9% | -130.1% | -88.0% |
| YTD | -86.8% | -22.2% | -64.6% | -90.9% |
| 1Y | -91.6% | -5.2% | -86.4% | -88.8% |
| All | -91.6% | -4.9% | -86.7% | -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 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