-57.6%
ALHC vs EPAM
-56.7%
-0.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +0.9% | -2.4% |
| 7D | +1.0% | +13.4% | -12.4% | -1.2% |
| 30D | -14.2% | +47.1% | -61.2% | -19.2% |
| 3M | -45.1% | +71.2% | -116.3% | -49.5% |
| 6M | -59.5% | +48.9% | -108.5% | -62.4% |
| YTD | -62.8% | -22.2% | -40.6% | -61.9% |
| 1Y | -55.5% | -5.2% | -50.3% | -55.9% |
| 3Y | +25.7% | -34.9% | +60.6% | +29.4% |
| 5Y | -66.8% | -77.4% | +10.6% | -54.6% |
| All | -57.6% | -56.7% | -0.9% | -58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling