+351.8%
AHR vs EPAM
-60.1%
+411.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.2% |
| 7D | -3.4% | -0.9% | -2.5% | -3.4% |
| 30D | -3.8% | +18.4% | -22.1% | -4.4% |
| 3M | +20.1% | +19.2% | +0.8% | +18.9% |
| 6M | +7.1% | -21.0% | +28.0% | +7.4% |
| YTD | +17.2% | -43.7% | +60.9% | +19.3% |
| 1Y | +30.4% | -29.9% | +60.3% | +30.6% |
| All | +351.8% | -60.1% | +411.9% | +359.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling