+7.7%
AMT vs EPAM
-9.2%
+17.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -0.3% |
| 7D | -2.2% | -1.1% | -1.0% | -2.1% |
| 30D | +5.8% | +41.8% | -36.1% | +2.8% |
| 3M | +12.6% | +63.4% | -50.8% | +7.9% |
| 6M | +8.3% | +72.2% | -63.9% | +2.5% |
| YTD | +11.4% | -20.0% | +31.4% | +4.1% |
| 1Y | +7.7% | -9.0% | +16.8% | +4.1% |
| All | +7.7% | -9.2% | +17.0% | +4.1% |
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