+26.3%
ACI vs EPAM
-53.4%
+79.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.2% |
| 7D | +0.2% | +2.0% | -1.8% | +0.1% |
| 30D | +5.9% | +6.5% | -0.6% | +5.6% |
| 3M | -19.8% | +19.9% | -39.7% | -20.5% |
| 6M | -24.7% | -16.9% | -7.8% | -24.8% |
| YTD | -24.4% | -42.9% | +18.5% | -23.9% |
| 1Y | -31.5% | -30.4% | -1.1% | -31.4% |
| 3Y | -38.7% | -54.7% | +16.0% | -38.3% |
| 5Y | -42.8% | -81.8% | +39.0% | -44.0% |
| All | +26.3% | -53.4% | +79.7% | +14.5% |
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 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