-51.8%
ACHR vs EPAM
-55.0%
+3.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.6% | +9.9% | +8.8% |
| 7D | +15.3% | +9.1% | +6.3% | +10.5% |
| 30D | -3.0% | +38.5% | -41.5% | -14.7% |
| 3M | -14.0% | +61.0% | -74.9% | -28.3% |
| 6M | -25.8% | +58.0% | -83.8% | -39.5% |
| YTD | -36.0% | -23.5% | -12.6% | -33.0% |
| 1Y | -41.2% | -10.5% | -30.7% | -42.0% |
| 3Y | -8.6% | -33.8% | +25.3% | -3.2% |
| 5Y | -20.6% | -78.1% | +57.5% | +7.9% |
| All | -51.8% | -55.0% | +3.2% | -43.3% |
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