+36.8%
AVTR vs EPAM
-10.0%
+46.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +0.5% | +18.5% | -18.0% | -3.5% |
| 30D | +1.5% | +44.0% | -42.5% | -7.8% |
| 3M | +14.2% | +63.0% | -48.7% | -0.3% |
| 6M | +97.4% | +67.3% | +30.1% | +69.4% |
| YTD | +37.3% | -20.5% | +57.8% | +50.0% |
| 1Y | +36.8% | -9.6% | +46.4% | +38.2% |
| All | +36.8% | -10.0% | +46.8% | +38.2% |
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