-15.1%
AMRZ vs EPAM
+4.5%
-19.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +20.6% | -24.0% | -4.2% |
| 7D | +2.5% | +23.0% | -20.5% | +1.6% |
| 30D | +14.4% | +51.6% | -37.2% | +11.8% |
| 3M | -19.2% | +50.8% | -70.0% | -20.9% |
| 6M | -19.7% | +51.1% | -70.9% | -21.2% |
| YTD | -20.2% | -19.1% | -1.0% | -19.6% |
| 1Y | -15.1% | +3.0% | -18.0% | -14.5% |
| All | -15.1% | +4.5% | -19.6% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling