-31.5%
ACHR vs EPAM
-32.1%
+0.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.2% |
| 7D | +4.9% | -0.9% | +5.7% | +4.9% |
| 30D | +4.3% | +18.4% | -14.1% | +3.0% |
| 3M | +1.7% | +19.2% | -17.5% | +0.6% |
| 6M | -6.9% | -21.0% | +14.1% | -0.7% |
| YTD | -22.5% | -43.7% | +21.2% | -11.5% |
| 1Y | -31.5% | -29.9% | -1.6% | -23.0% |
| All | -31.5% | -32.1% | +0.6% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling