+233.1%
AMKR vs EPAM
+168.6%
+64.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.7% | -6.2% | -3.0% |
| 7D | -8.4% | +18.8% | -27.2% | -15.2% |
| 30D | -29.8% | +44.9% | -74.8% | -39.8% |
| 3M | -34.7% | +68.6% | -103.3% | -47.6% |
| 6M | -54.9% | +65.4% | -120.3% | -65.3% |
| YTD | -12.3% | -19.9% | +7.6% | -11.7% |
| 1Y | -1.4% | -10.0% | +8.6% | -5.3% |
| 3Y | +51.1% | -30.3% | +81.3% | +51.7% |
| 5Y | +62.6% | -75.7% | +138.2% | +138.0% |
| 10Y | +233.1% | +167.2% | +65.9% | -17.1% |
| All | +233.1% | +168.6% | +64.4% | -17.1% |
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