+129.8%
ACM vs EPAM
+165.6%
-35.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +3.0% | +18.5% | -15.5% | -1.4% |
| 30D | +19.7% | +44.0% | -24.4% | +9.6% |
| 3M | +5.3% | +63.0% | -57.7% | -6.3% |
| 6M | -10.8% | +67.3% | -78.0% | -22.0% |
| YTD | -25.1% | -20.5% | -4.6% | -23.3% |
| 1Y | -45.8% | -9.6% | -36.2% | -46.2% |
| 3Y | -9.4% | -30.8% | +21.4% | -8.2% |
| 5Y | +4.8% | -75.6% | +80.4% | +30.7% |
| 10Y | +129.8% | +159.6% | -29.8% | +24.0% |
| All | +129.8% | +165.6% | -35.8% | +24.0% |
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