-97.4%
ADVB vs EPAM
-16.2%
-81.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +20.6% | -30.2% | -5.1% |
| 7D | -28.0% | +23.0% | -51.0% | -24.1% |
| 30D | -70.2% | +51.6% | -121.8% | -67.5% |
| 3M | -76.1% | +50.8% | -126.9% | -73.8% |
| 6M | -72.3% | +51.1% | -123.4% | -68.8% |
| YTD | -67.5% | -19.1% | -48.3% | -64.4% |
| 1Y | -78.6% | +3.0% | -81.5% | -76.1% |
| All | -97.4% | -16.2% | -81.2% | -96.6% |
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