+129.4%
ACM vs EPAM
+65.3%
+64.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.2% |
| 7D | -3.7% | +2.0% | -5.7% | -4.2% |
| 30D | -11.1% | +6.5% | -17.6% | -12.8% |
| 3M | -8.0% | +19.9% | -27.9% | -12.5% |
| 6M | -29.7% | -16.9% | -12.7% | -27.6% |
| YTD | -29.4% | -42.9% | +13.5% | -21.6% |
| 1Y | -46.4% | -30.4% | -16.1% | -43.4% |
| 3Y | -22.3% | -54.7% | +32.4% | -12.9% |
| 5Y | +4.5% | -81.8% | +86.3% | +38.6% |
| All | +129.4% | +65.3% | +64.1% | +32.4% |
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