+140.7%
AMT vs EPAM
+156.9%
-16.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -2.4% | +18.5% | -20.9% | -5.4% |
| 30D | +4.2% | +44.0% | -39.8% | -2.4% |
| 3M | +13.4% | +63.0% | -49.6% | +3.8% |
| 6M | +9.4% | +67.3% | -57.9% | -1.1% |
| YTD | +11.7% | -20.5% | +32.2% | +13.2% |
| 1Y | +7.1% | -9.6% | +16.8% | +6.1% |
| 3Y | +15.1% | -30.8% | +45.9% | +14.9% |
| 5Y | -17.9% | -75.6% | +57.8% | -1.4% |
| All | +140.7% | +156.9% | -16.2% | +51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling