-1.4%
AMKR vs EPAM
-7.6%
+6.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.7% | -6.2% | 0.0% |
| 7D | -8.4% | +18.8% | -27.2% | -1.5% |
| 30D | -29.8% | +44.9% | -74.8% | -20.6% |
| 3M | -34.7% | +68.6% | -103.3% | -23.3% |
| 6M | -54.9% | +65.4% | -120.3% | -44.1% |
| YTD | -12.3% | -19.9% | +7.6% | +24.6% |
| 1Y | -1.4% | -10.0% | +8.6% | +9.8% |
| All | -1.4% | -7.6% | +6.2% | +9.8% |
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 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