+3.2%
AVTR vs EPAM
-31.3%
+34.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +0.9% | -0.8% |
| 7D | +2.7% | +2.0% | +0.7% | +2.1% |
| 30D | +12.1% | +6.5% | +5.5% | +9.6% |
| 3M | +57.2% | +19.9% | +37.3% | +48.0% |
| 6M | +73.1% | -16.9% | +90.0% | +79.8% |
| YTD | +30.6% | -42.9% | +73.5% | +49.6% |
| 1Y | +13.5% | -30.4% | +43.9% | +22.6% |
| 3Y | -31.0% | -54.7% | +23.7% | -19.8% |
| 5Y | -63.2% | -81.8% | +18.6% | -46.4% |
| All | +3.2% | -31.3% | +34.5% | -21.5% |
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