+281.8%
AMT vs EPAM
+751.2%
-469.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.7% |
| 7D | -0.2% | +2.0% | -2.2% | -0.5% |
| 30D | +4.6% | +6.5% | -1.9% | +3.3% |
| 3M | -8.4% | +19.9% | -28.4% | -11.5% |
| 6M | -6.0% | -16.9% | +10.9% | -4.3% |
| YTD | +2.1% | -42.9% | +45.0% | +9.3% |
| 1Y | -6.4% | -30.4% | +24.0% | -3.2% |
| 3Y | +8.1% | -54.7% | +62.8% | +16.1% |
| 5Y | -31.9% | -81.8% | +49.9% | -19.1% |
| 10Y | +97.1% | +65.5% | +31.7% | +58.9% |
| All | +281.8% | +751.2% | -469.4% | +174.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling