+394.8%
ATI vs EPAM
+751.2%
-356.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.4% | +5.4% | +3.5% |
| 7D | -0.1% | +2.0% | -2.0% | -0.5% |
| 30D | +2.7% | +6.5% | -3.8% | +0.7% |
| 3M | +16.3% | +19.9% | -3.6% | +10.2% |
| 6M | +30.2% | -16.9% | +47.1% | +32.7% |
| YTD | +83.6% | -42.9% | +126.4% | +100.3% |
| 1Y | +173.0% | -30.4% | +203.4% | +183.5% |
| 3Y | +356.6% | -54.7% | +411.4% | +406.7% |
| 5Y | +1,074.2% | -81.8% | +1,156.0% | +1,380.7% |
| 10Y | +1,136.2% | +65.5% | +1,070.8% | +691.5% |
| All | +394.8% | +751.2% | -356.4% | +112.3% |
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