+124.5%
AMT vs EPAM
+163.7%
-39.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | +0.4% | +9.1% | -8.7% | -1.4% |
| 30D | +3.7% | +38.5% | -34.8% | -2.2% |
| 3M | +10.7% | +61.0% | -50.2% | +1.6% |
| 6M | +9.3% | +58.0% | -48.8% | -0.3% |
| YTD | +10.9% | -23.5% | +34.4% | +13.2% |
| 1Y | +10.5% | -10.5% | +21.1% | +9.6% |
| 3Y | +15.5% | -33.8% | +49.4% | +16.3% |
| 5Y | -20.6% | -78.1% | +57.6% | -1.9% |
| 10Y | +124.5% | +157.7% | -33.2% | +40.6% |
| All | +124.5% | +163.7% | -39.1% | +40.6% |
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