+46.2%
AMKR vs EPAM
-33.7%
+79.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.9% | +11.5% | +7.8% |
| 7D | -16.9% | +13.4% | -30.3% | -17.5% |
| 30D | -37.2% | +47.1% | -84.3% | -39.5% |
| 3M | -39.3% | +71.2% | -110.5% | -43.1% |
| 6M | -57.4% | +48.9% | -106.3% | -59.3% |
| YTD | -16.5% | -22.2% | +5.8% | -3.0% |
| 1Y | -6.0% | -5.2% | -0.8% | +1.8% |
| 3Y | +46.2% | -34.9% | +81.1% | +60.4% |
| All | +46.2% | -33.7% | +79.9% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling