-60.3%
AVTR vs EPAM
-77.4%
+17.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.0% | +2.9% |
| 7D | -3.6% | +13.4% | -17.0% | -6.6% |
| 30D | +0.8% | +47.1% | -46.3% | -7.6% |
| 3M | +17.4% | +71.2% | -53.8% | +4.0% |
| 6M | +83.5% | +48.9% | +34.6% | +65.9% |
| YTD | +35.0% | -22.2% | +57.2% | +38.6% |
| 1Y | +36.7% | -5.2% | +41.8% | +34.9% |
| 3Y | -15.3% | -34.9% | +19.6% | -13.3% |
| All | -60.3% | -77.4% | +17.1% | -50.7% |
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