-17.0%
ACHR vs EPAM
-33.7%
+16.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -3.9% | +18.6% | +15.6% |
| 7D | +5.7% | +13.4% | -7.7% | +1.4% |
| 30D | -4.9% | +47.1% | -52.0% | -15.9% |
| 3M | -15.1% | +71.2% | -86.3% | -28.2% |
| 6M | -30.7% | +48.9% | -79.7% | -40.1% |
| YTD | -41.0% | -22.2% | -18.7% | -35.1% |
| 1Y | -50.0% | -5.2% | -44.8% | -49.8% |
| 3Y | -17.0% | -34.9% | +17.9% | -25.1% |
| All | -17.0% | -33.7% | +16.7% | -25.1% |
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 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