+1,196.0%
AMP vs EPAM
+1,040.5%
+155.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +4.1% |
| 7D | +3.1% | +9.1% | -5.9% | 0.0% |
| 30D | +3.9% | +38.5% | -34.6% | -5.7% |
| 3M | -5.8% | +61.0% | -66.7% | -18.1% |
| 6M | +12.1% | +58.0% | -46.0% | -3.7% |
| YTD | +7.1% | -23.5% | +30.6% | +10.7% |
| 1Y | +14.2% | -10.5% | +24.7% | +13.0% |
| 3Y | +62.5% | -33.8% | +96.3% | +66.3% |
| 5Y | +82.6% | -78.1% | +160.7% | +133.7% |
| 10Y | +515.9% | +157.7% | +358.2% | +260.3% |
| All | +1,196.0% | +1,040.5% | +155.5% | +496.2% |
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