+1,296.9%
AMP vs EPAM
+751.2%
+545.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.2% |
| 7D | +0.2% | +2.0% | -1.7% | -0.3% |
| 30D | -0.1% | +6.5% | -6.6% | -2.4% |
| 3M | +23.6% | +19.9% | +3.6% | +16.1% |
| 6M | +20.4% | -16.9% | +37.3% | +24.2% |
| YTD | +15.4% | -42.9% | +58.3% | +30.6% |
| 1Y | +11.0% | -30.4% | +41.3% | +18.3% |
| 3Y | +70.5% | -54.7% | +125.2% | +95.5% |
| 5Y | +121.4% | -81.8% | +203.2% | +196.7% |
| 10Y | +575.6% | +65.5% | +510.1% | +345.8% |
| All | +1,296.9% | +751.2% | +545.7% | +603.0% |
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