+352.8%
AHR vs EPAM
-59.5%
+412.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.8% |
| 7D | -1.5% | +2.0% | -3.4% | -1.5% |
| 30D | -1.4% | +6.5% | -7.9% | -1.7% |
| 3M | +18.6% | +19.9% | -1.4% | +17.4% |
| 6M | +6.6% | -16.9% | +23.5% | +6.7% |
| YTD | +17.5% | -42.9% | +60.3% | +19.5% |
| 1Y | +30.9% | -30.4% | +61.2% | +31.2% |
| All | +352.8% | -59.5% | +412.3% | +359.8% |
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