+344.3%
ACGL vs EPAM
+180.9%
+163.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +20.6% | -20.7% | -3.1% |
| 7D | +6.4% | +23.0% | -16.6% | +2.8% |
| 30D | +16.6% | +51.6% | -35.0% | +9.2% |
| 3M | +11.6% | +50.8% | -39.2% | +4.1% |
| 6M | +17.5% | +51.1% | -33.7% | +9.0% |
| YTD | +15.3% | -19.1% | +34.4% | +16.5% |
| 1Y | +26.3% | +3.0% | +23.3% | +22.6% |
| 3Y | +35.9% | -31.2% | +67.1% | +36.1% |
| 5Y | +168.2% | -76.5% | +244.7% | +222.8% |
| All | +344.3% | +180.9% | +163.4% | +154.1% |
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 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