+21.3%
ADM vs EPAM
-15.2%
+36.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | -8.3% | +0.8% | -9.1% | -8.2% |
| 30D | -14.1% | +24.9% | -39.0% | -13.5% |
| 3M | -10.7% | +22.6% | -33.3% | -9.9% |
| 6M | -5.9% | +24.2% | -30.1% | -4.9% |
| YTD | +25.8% | -33.0% | +58.7% | +27.0% |
| 1Y | +21.3% | -13.3% | +34.6% | +33.2% |
| All | +21.3% | -15.2% | +36.5% | +33.2% |
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