+252.0%
AMKR vs EPAM
+158.4%
+93.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.8% |
| 7D | +21.7% | -1.1% | +22.9% | +21.9% |
| 30D | -22.0% | +41.8% | -63.9% | -32.6% |
| 3M | -33.1% | +63.4% | -96.5% | -45.7% |
| 6M | -49.3% | +72.2% | -121.5% | -61.6% |
| YTD | -5.5% | -20.0% | +14.5% | -4.9% |
| 1Y | +8.4% | -9.0% | +17.5% | +3.6% |
| 3Y | +62.7% | -30.4% | +93.1% | +63.4% |
| 5Y | +70.5% | -75.6% | +146.1% | +148.8% |
| All | +252.0% | +158.4% | +93.6% | -10.4% |
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