+82.6%
AMP vs EPAM
-78.1%
+160.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +4.0% |
| 7D | +3.1% | +9.1% | -5.9% | +1.1% |
| 30D | +3.9% | +38.5% | -34.6% | -2.4% |
| 3M | -5.8% | +61.0% | -66.7% | -14.0% |
| 6M | +12.1% | +58.0% | -46.0% | +1.6% |
| YTD | +7.1% | -23.5% | +30.6% | +9.9% |
| 1Y | +14.2% | -10.5% | +24.7% | +13.9% |
| 3Y | +62.5% | -33.8% | +96.3% | +65.3% |
| 5Y | +82.6% | -78.1% | +160.7% | +102.3% |
| All | +82.6% | -78.1% | +160.7% | +102.3% |
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 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