+242.5%
AMKR vs EPAM
+157.4%
+85.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | +10.0% | +2.4% | +7.6% | +9.1% |
| 30D | -19.4% | +42.3% | -61.8% | -30.4% |
| 3M | -37.4% | +60.7% | -98.0% | -48.9% |
| 6M | -51.5% | +80.5% | -132.0% | -63.9% |
| YTD | -8.1% | -20.4% | +12.3% | -7.4% |
| 1Y | +13.8% | -9.6% | +23.4% | +9.0% |
| 3Y | +59.4% | -30.5% | +89.9% | +60.1% |
| 5Y | +65.9% | -75.7% | +141.6% | +142.3% |
| All | +242.5% | +157.4% | +85.1% | -12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling