+1,098.9%
ATI vs EPAM
-81.9%
+1,180.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.4% | +5.4% | +3.2% |
| 7D | -0.1% | +2.0% | -2.0% | -0.3% |
| 30D | +2.7% | +6.5% | -3.8% | +1.7% |
| 3M | +16.3% | +19.9% | -3.6% | +13.3% |
| 6M | +30.2% | -16.9% | +47.1% | +32.4% |
| YTD | +83.6% | -42.9% | +126.4% | +94.7% |
| 1Y | +173.0% | -30.4% | +203.4% | +180.5% |
| 3Y | +356.6% | -54.7% | +411.4% | +384.6% |
| All | +1,098.9% | -81.9% | +1,180.8% | +1,194.7% |
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