+98.5%
AMKR vs EPAM
-81.7%
+180.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.7% | +6.5% |
| 7D | +11.1% | -0.9% | +12.0% | +11.3% |
| 30D | -8.1% | +18.4% | -26.4% | -11.9% |
| 3M | -25.6% | +19.2% | -44.8% | -30.5% |
| 6M | +22.5% | -21.0% | +43.4% | +27.5% |
| YTD | +29.1% | -43.7% | +72.8% | +46.9% |
| 1Y | +105.7% | -29.9% | +135.6% | +118.5% |
| 3Y | +133.2% | -56.5% | +189.8% | +173.6% |
| 5Y | +98.5% | -81.7% | +180.2% | +186.0% |
| All | +98.5% | -81.7% | +180.2% | +186.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling