+212.2%
ACM vs EPAM
+1,105.1%
-892.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +20.6% | -22.8% | -6.6% |
| 7D | +5.1% | +23.0% | -18.0% | -0.2% |
| 30D | +11.5% | +51.6% | -40.1% | +1.0% |
| 3M | -10.5% | +50.8% | -61.3% | -19.2% |
| 6M | -20.4% | +51.1% | -71.5% | -28.7% |
| YTD | -28.9% | -19.1% | -9.7% | -27.5% |
| 1Y | -48.7% | +3.0% | -51.7% | -50.6% |
| 3Y | -12.5% | -31.2% | +18.7% | -11.2% |
| 5Y | +0.5% | -76.5% | +77.0% | +21.4% |
| 10Y | +161.2% | +168.4% | -7.2% | +56.7% |
| All | +212.2% | +1,105.1% | -892.9% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling