+112.7%
AMT vs EPAM
+170.1%
-57.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.2% | -2.1% |
| 7D | +0.5% | +13.4% | -12.8% | -1.9% |
| 30D | +13.6% | +47.1% | -33.5% | +6.0% |
| 3M | +11.5% | +71.2% | -59.7% | +1.2% |
| 6M | +6.9% | +48.9% | -42.0% | -1.4% |
| YTD | +10.8% | -22.2% | +33.1% | +12.8% |
| 1Y | +10.3% | -5.2% | +15.5% | +8.3% |
| 3Y | +12.4% | -34.9% | +47.4% | +13.7% |
| 5Y | -20.1% | -77.4% | +57.3% | -2.0% |
| All | +112.7% | +170.1% | -57.4% | +32.6% |
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