+474.5%
AMKR vs EPAM
+1,058.6%
-584.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.9% | +11.5% | +8.8% |
| 7D | -16.9% | +13.4% | -30.3% | -21.6% |
| 30D | -37.2% | +47.1% | -84.3% | -45.7% |
| 3M | -39.3% | +71.2% | -110.5% | -50.6% |
| 6M | -57.4% | +48.9% | -106.3% | -65.2% |
| YTD | -16.5% | -22.2% | +5.8% | -15.8% |
| 1Y | -6.0% | -5.2% | -0.8% | -11.8% |
| 3Y | +46.2% | -34.9% | +81.1% | +49.8% |
| 5Y | +49.3% | -77.4% | +126.7% | +101.6% |
| 10Y | +239.3% | +158.1% | +81.2% | +96.3% |
| All | +474.5% | +1,058.6% | -584.1% | +181.1% |
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