-20.7%
ACM vs EPAM
-54.6%
+33.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | 0.0% |
| 7D | -3.7% | +2.0% | -5.7% | -4.1% |
| 30D | -11.1% | +6.5% | -17.6% | -12.4% |
| 3M | -8.0% | +19.9% | -27.9% | -11.6% |
| 6M | -29.7% | -16.9% | -12.7% | -27.9% |
| YTD | -29.4% | -42.9% | +13.5% | -23.0% |
| 1Y | -46.4% | -30.4% | -16.1% | -43.8% |
| All | -20.7% | -54.6% | +33.9% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling