+31.5%
ACI vs EPAM
-37.5%
+69.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.0% |
| 7D | -5.9% | +9.1% | -15.0% | -6.3% |
| 30D | +7.2% | +38.5% | -31.3% | +5.7% |
| 3M | +8.8% | +61.0% | -52.1% | +6.7% |
| 6M | -17.2% | +58.0% | -75.2% | -18.9% |
| YTD | -21.3% | -23.5% | +2.2% | -21.7% |
| 1Y | -23.7% | -10.5% | -13.2% | -24.5% |
| 3Y | -32.8% | -33.8% | +1.0% | -33.3% |
| 5Y | -41.4% | -78.1% | +36.7% | -43.1% |
| All | +31.5% | -37.5% | +69.1% | +17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling