+38.3%
AVTR vs EPAM
-11.8%
+50.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.1% |
| 7D | +1.9% | +9.1% | -7.1% | -0.2% |
| 30D | +1.5% | +38.5% | -37.0% | -7.1% |
| 3M | +17.1% | +61.0% | -43.9% | +2.2% |
| 6M | +91.5% | +58.0% | +33.4% | +66.6% |
| YTD | +38.8% | -23.5% | +62.3% | +52.8% |
| All | +38.3% | -11.8% | +50.1% | +49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling