-91.3%
AMIX vs EPAM
+4.5%
-95.9%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +20.6% | -26.2% | -21.5% |
| 7D | -25.5% | +23.0% | -48.5% | -39.8% |
| 30D | -56.2% | +51.6% | -107.8% | -72.0% |
| 3M | -87.4% | +50.8% | -138.3% | -92.5% |
| 6M | -80.9% | +51.1% | -132.0% | -88.1% |
| YTD | -86.8% | -19.1% | -67.7% | -91.1% |
| 1Y | -91.3% | +3.0% | -94.3% | -89.2% |
| All | -91.3% | +4.5% | -95.9% | -89.2% |
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