+325.7%
AMT vs EPAM
+1,105.1%
-779.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +20.6% | -21.1% | -3.5% |
| 7D | +4.4% | +23.0% | -18.7% | +0.8% |
| 30D | +17.7% | +51.6% | -33.9% | +10.0% |
| 3M | +16.7% | +50.8% | -34.1% | +8.6% |
| 6M | +11.1% | +51.1% | -40.0% | +3.0% |
| YTD | +13.9% | -19.1% | +33.0% | +15.0% |
| 1Y | +12.5% | +3.0% | +9.5% | +9.2% |
| 3Y | +13.2% | -31.2% | +44.3% | +13.3% |
| 5Y | -17.9% | -76.5% | +58.6% | -6.0% |
| 10Y | +122.8% | +168.4% | -45.6% | +67.0% |
| All | +325.7% | +1,105.1% | -779.4% | +189.0% |
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