-30.5%
ACHR vs EPAM
-75.7%
+45.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -6.8% |
| 7D | -9.2% | +2.4% | -11.6% | -10.1% |
| 30D | -1.0% | +42.3% | -43.3% | -14.1% |
| 3M | -42.2% | +60.7% | -102.8% | -52.1% |
| 6M | -38.2% | +80.5% | -118.7% | -52.4% |
| YTD | -46.4% | -20.4% | -26.0% | -44.5% |
| 1Y | -49.4% | -9.6% | -39.8% | -50.2% |
| 3Y | -22.5% | -30.5% | +8.0% | -19.3% |
| All | -30.5% | -75.7% | +45.2% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling