-16.7%
ACHR vs EPAM
-29.8%
+13.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +0.6% | -11.5% | -11.1% |
| 7D | +11.9% | -1.1% | +13.0% | +11.9% |
| 30D | -2.5% | +41.8% | -44.3% | -12.7% |
| 3M | -31.2% | +63.4% | -94.5% | -41.1% |
| 6M | -32.2% | +72.2% | -104.4% | -44.3% |
| YTD | -42.4% | -20.0% | -22.4% | -37.2% |
| 1Y | -49.9% | -9.0% | -40.9% | -48.5% |
| All | -16.7% | -29.8% | +13.1% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling