-46.3%
ACM vs EPAM
-9.2%
-37.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | +5.1% | -1.1% | +6.2% | +5.2% |
| 30D | +18.7% | +41.8% | -23.2% | +11.3% |
| 3M | +15.5% | +63.4% | -47.9% | +5.5% |
| 6M | +1.2% | +72.2% | -71.0% | -9.2% |
| YTD | -25.2% | -20.0% | -5.2% | -24.4% |
| 1Y | -46.3% | -9.0% | -37.3% | -48.0% |
| All | -46.3% | -9.2% | -37.1% | -48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling