-99.8%
AMIX vs EPAM
-59.4%
-40.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.4% | -0.6% |
| 7D | -13.7% | +2.0% | -15.7% | -14.8% |
| 30D | -62.1% | +6.5% | -68.6% | -64.2% |
| 3M | -46.2% | +19.9% | -66.1% | -49.1% |
| 6M | -46.4% | -16.9% | -29.5% | -46.7% |
| YTD | -60.3% | -42.9% | -17.4% | -58.7% |
| 1Y | -79.7% | -30.4% | -49.3% | -79.5% |
| All | -99.8% | -59.4% | -40.4% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling