+156.2%
ACM vs EPAM
+170.1%
-13.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.9% |
| 7D | +5.4% | +13.4% | -8.0% | +1.9% |
| 30D | +15.1% | +47.1% | -32.0% | +4.9% |
| 3M | -10.5% | +71.2% | -81.6% | -21.2% |
| 6M | -19.7% | +48.9% | -68.6% | -27.9% |
| YTD | -28.8% | -22.2% | -6.6% | -26.8% |
| 1Y | -47.9% | -5.2% | -42.7% | -48.8% |
| 3Y | -12.4% | -34.9% | +22.6% | -9.9% |
| 5Y | +0.6% | -77.4% | +78.0% | +28.8% |
| All | +156.2% | +170.1% | -13.9% | +41.4% |
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