+4.4%
AVTR vs EPAM
-2.7%
+7.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +20.6% | -23.9% | -8.8% |
| 7D | -9.2% | +23.0% | -32.2% | -15.0% |
| 30D | -1.9% | +51.6% | -53.5% | -13.4% |
| 3M | +13.3% | +50.8% | -37.5% | -0.6% |
| 6M | +88.1% | +51.1% | +36.9% | +63.4% |
| YTD | +32.1% | -19.1% | +51.2% | +35.7% |
| 1Y | +30.7% | +3.0% | +27.8% | +25.4% |
| 3Y | -17.6% | -31.2% | +13.6% | -15.7% |
| 5Y | -60.3% | -76.5% | +16.2% | -45.4% |
| All | +4.4% | -2.7% | +7.1% | -28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling