+321.9%
ATI vs EPAM
-30.2%
+352.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.7% |
| 7D | +4.7% | +18.5% | -13.8% | +4.1% |
| 30D | -0.2% | +44.0% | -44.3% | -2.1% |
| 3M | -18.5% | +63.0% | -81.5% | -20.9% |
| 6M | +16.4% | +67.3% | -50.9% | +11.7% |
| YTD | +63.4% | -20.5% | +83.9% | +76.6% |
| 1Y | +91.5% | -9.6% | +101.2% | +100.3% |
| All | +321.9% | -30.2% | +352.1% | +322.7% |
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