+1,200.4%
AMP vs EPAM
+1,084.1%
+116.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -1.1% | +18.5% | -19.6% | -6.2% |
| 30D | +4.4% | +44.0% | -39.7% | -6.3% |
| 3M | -7.3% | +63.0% | -70.3% | -19.7% |
| 6M | +12.9% | +67.3% | -54.4% | -4.5% |
| YTD | +7.5% | -20.5% | +28.0% | +10.0% |
| 1Y | +13.3% | -9.6% | +23.0% | +11.9% |
| 3Y | +60.8% | -30.8% | +91.7% | +62.6% |
| 5Y | +82.7% | -75.6% | +158.3% | +125.7% |
| 10Y | +468.7% | +159.6% | +309.1% | +231.4% |
| All | +1,200.4% | +1,084.1% | +116.3% | +492.2% |
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 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