+122.5%
AMP vs EPAM
-81.7%
+204.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | +2.6% | -0.9% | +3.5% | +2.7% |
| 30D | +0.8% | +18.4% | -17.5% | -2.2% |
| 3M | +24.3% | +19.2% | +5.0% | +19.4% |
| 6M | +20.6% | -21.0% | +41.5% | +24.4% |
| YTD | +14.6% | -43.7% | +58.4% | +25.0% |
| 1Y | +14.5% | -29.9% | +44.4% | +19.7% |
| 3Y | +67.9% | -56.5% | +124.5% | +85.1% |
| 5Y | +122.5% | -81.7% | +204.2% | +158.2% |
| All | +122.5% | -81.7% | +204.2% | +158.2% |
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