-58.9%
AVTR vs EPAM
-75.8%
+16.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +3.2% | -1.1% | +4.3% | +3.3% |
| 30D | +0.5% | +41.8% | -41.4% | -7.2% |
| 3M | +12.1% | +63.4% | -51.2% | +0.3% |
| 6M | +91.2% | +72.2% | +19.0% | +67.8% |
| YTD | +36.3% | -20.0% | +56.3% | +39.1% |
| 1Y | +35.2% | -9.0% | +44.3% | +34.5% |
| 3Y | -15.8% | -30.4% | +14.6% | -14.9% |
| 5Y | -58.9% | -75.6% | +16.7% | -51.0% |
| All | -58.9% | -75.8% | +16.8% | -51.0% |
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