-42.7%
ACHR vs EPAM
-66.4%
+23.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.1% |
| 7D | -0.7% | +2.0% | -2.6% | -1.3% |
| 30D | +9.8% | +6.5% | +3.3% | +6.8% |
| 3M | -10.5% | +19.9% | -30.4% | -17.8% |
| 6M | -15.5% | -16.9% | +1.4% | -11.9% |
| YTD | -24.1% | -42.9% | +18.8% | -10.4% |
| 1Y | -32.4% | -30.4% | -2.1% | -26.6% |
| 3Y | -11.6% | -54.7% | +43.1% | +9.0% |
| 5Y | -42.9% | -81.8% | +38.9% | -14.4% |
| All | -42.7% | -66.4% | +23.7% | -24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling