+901.1%
ATI vs EPAM
-77.4%
+978.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.9% | +8.3% | +4.7% |
| 7D | +6.2% | +13.4% | -7.2% | +4.9% |
| 30D | -7.1% | +47.1% | -54.2% | -10.5% |
| 3M | -21.3% | +71.2% | -92.5% | -25.5% |
| 6M | +6.5% | +48.9% | -42.4% | +1.5% |
| YTD | +53.2% | -22.2% | +75.4% | +57.6% |
| 1Y | +82.7% | -5.2% | +87.9% | +82.4% |
| 3Y | +314.3% | -34.9% | +349.3% | +324.3% |
| All | +901.1% | -77.4% | +978.5% | +962.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling