-64.4%
AVTR vs EPAM
-81.9%
+17.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +0.9% | -0.9% |
| 7D | +2.7% | +2.0% | +0.7% | +2.3% |
| 30D | +12.1% | +6.5% | +5.5% | +10.2% |
| 3M | +57.2% | +19.9% | +37.3% | +50.3% |
| 6M | +73.1% | -16.9% | +90.0% | +78.0% |
| YTD | +30.6% | -42.9% | +73.5% | +44.4% |
| 1Y | +13.5% | -30.4% | +43.9% | +20.4% |
| 3Y | -31.0% | -54.7% | +23.7% | -23.3% |
| All | -64.4% | -81.9% | +17.5% | -53.9% |
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