-23.5%
ACI vs EPAM
-10.0%
-13.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | -5.3% | +18.5% | -23.8% | -7.2% |
| 30D | +5.0% | +44.0% | -39.0% | +0.4% |
| 3M | +7.5% | +63.0% | -55.5% | +1.4% |
| 6M | -16.0% | +67.3% | -83.3% | -22.1% |
| YTD | -20.6% | -20.5% | -0.1% | -26.9% |
| 1Y | -23.5% | -9.6% | -13.9% | -29.6% |
| All | -23.5% | -10.0% | -13.5% | -29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling