+564.4%
AMP vs EPAM
+69.2%
+495.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -2.0% | -4.5% | +2.4% | -0.8% |
| 30D | -1.7% | +14.6% | -16.3% | -5.6% |
| 3M | +23.2% | +23.1% | +0.1% | +14.3% |
| 6M | +22.2% | -19.5% | +41.6% | +27.6% |
| YTD | +14.0% | -44.1% | +58.1% | +31.1% |
| 1Y | +14.0% | -25.2% | +39.2% | +19.6% |
| 3Y | +67.0% | -56.8% | +123.8% | +96.4% |
| 5Y | +123.2% | -81.7% | +205.0% | +217.6% |
| All | +564.4% | +69.2% | +495.2% | +224.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling