+329.2%
ATI vs EPAM
+1,093.7%
-764.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.8% | -2.0% |
| 7D | +1.3% | +18.8% | -17.5% | -2.6% |
| 30D | -4.8% | +44.9% | -49.7% | -12.1% |
| 3M | -19.9% | +68.6% | -88.5% | -28.7% |
| 6M | +15.4% | +65.4% | -50.1% | +1.1% |
| YTD | +59.2% | -19.9% | +79.1% | +60.9% |
| 1Y | +86.3% | -10.0% | +96.3% | +83.1% |
| 3Y | +318.2% | -30.3% | +348.5% | +320.5% |
| 5Y | +958.6% | -75.7% | +1,034.3% | +1,159.1% |
| 10Y | +996.8% | +167.2% | +829.6% | +529.1% |
| All | +329.2% | +1,093.7% | -764.5% | +70.5% |
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