+736.2%
AMKR vs EPAM
+751.2%
-15.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.1% | +2.5% |
| 7D | 0.0% | +2.0% | -2.0% | -0.7% |
| 30D | -11.1% | +6.5% | -17.7% | -13.8% |
| 3M | -35.2% | +19.9% | -55.1% | -41.3% |
| 6M | +4.9% | -16.9% | +21.8% | +6.5% |
| YTD | +21.6% | -42.9% | +64.5% | +39.1% |
| 1Y | +98.0% | -30.4% | +128.4% | +110.1% |
| 3Y | +77.8% | -54.7% | +132.6% | +110.4% |
| 5Y | +79.9% | -81.8% | +161.7% | +164.0% |
| 10Y | +456.9% | +65.5% | +391.4% | +276.8% |
| All | +736.2% | +751.2% | -15.0% | +364.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling