-35.8%
ACI vs EPAM
-33.7%
-2.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.9% | +0.5% | -3.1% |
| 7D | -2.2% | +13.4% | -15.6% | -3.2% |
| 30D | +10.3% | +47.1% | -36.8% | +6.9% |
| 3M | +7.2% | +71.2% | -64.0% | +2.8% |
| 6M | -18.0% | +48.9% | -66.9% | -21.3% |
| YTD | -22.0% | -22.2% | +0.3% | -23.5% |
| 1Y | -23.4% | -5.2% | -18.2% | -25.6% |
| 3Y | -35.8% | -34.9% | -0.9% | -36.5% |
| All | -35.8% | -33.7% | -2.1% | -36.5% |
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 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