-55.5%
ACHR vs EPAM
-54.3%
-1.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -3.9% | +18.6% | +16.0% |
| 7D | +5.7% | +13.4% | -7.7% | 0.0% |
| 30D | -4.9% | +47.1% | -52.0% | -18.1% |
| 3M | -15.1% | +71.2% | -86.3% | -30.6% |
| 6M | -30.7% | +48.9% | -79.7% | -42.3% |
| YTD | -41.0% | -22.2% | -18.7% | -38.4% |
| 1Y | -50.0% | -5.2% | -44.8% | -51.8% |
| 3Y | -17.0% | -34.9% | +17.9% | -11.6% |
| 5Y | -29.4% | -77.4% | +48.0% | -4.7% |
| All | -55.5% | -54.3% | -1.2% | -47.9% |
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