+24.0%
AHR vs EPAM
-7.9%
+32.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.0% |
| 7D | +4.6% | -1.1% | +5.8% | +4.6% |
| 30D | +11.6% | +41.8% | -30.2% | +12.3% |
| 3M | +12.0% | +63.4% | -51.3% | +13.0% |
| 6M | +15.0% | +72.2% | -57.2% | +15.8% |
| YTD | +26.5% | -20.0% | +46.5% | +18.7% |
| All | +24.0% | -7.9% | +32.0% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling