-18.8%
AMT vs EPAM
-76.7%
+57.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -3.9% | +0.3% |
| 7D | +1.6% | +18.8% | -17.2% | -0.3% |
| 30D | +4.5% | +44.9% | -40.5% | +0.3% |
| 3M | +13.8% | +68.6% | -54.8% | +7.5% |
| 6M | +10.0% | +65.4% | -55.4% | +3.6% |
| YTD | +11.8% | -19.9% | +31.6% | +12.3% |
| 1Y | +10.2% | -10.0% | +20.2% | +9.3% |
| 3Y | +15.1% | -30.3% | +45.4% | +14.8% |
| 5Y | -18.8% | -75.7% | +56.8% | -10.1% |
| All | -18.8% | -76.7% | +57.9% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling