-18.7%
AMRZ vs EPAM
-0.3%
-18.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -5.5% | +18.5% | -24.0% | -6.6% |
| 30D | +15.6% | +44.0% | -28.4% | +12.3% |
| 3M | -12.1% | +63.0% | -75.1% | -15.5% |
| 6M | -19.4% | +67.3% | -86.7% | -22.7% |
| YTD | -21.9% | -20.5% | -1.3% | -19.3% |
| 1Y | -15.0% | -9.6% | -5.4% | -14.1% |
| All | -18.7% | -0.3% | -18.4% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling