+102.6%
ADM vs EPAM
+163.7%
-61.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | -7.8% | +9.1% | -16.9% | -8.7% |
| 30D | -12.6% | +38.5% | -51.1% | -15.4% |
| 3M | -8.2% | +61.0% | -69.2% | -12.6% |
| 6M | -8.9% | +58.0% | -66.9% | -13.6% |
| YTD | +24.0% | -23.5% | +47.4% | +26.0% |
| 1Y | +26.2% | -10.5% | +36.7% | +26.0% |
| 3Y | +7.0% | -33.8% | +40.8% | +8.0% |
| 5Y | +24.9% | -78.1% | +103.0% | +46.4% |
| 10Y | +102.6% | +157.7% | -55.1% | +55.5% |
| All | +102.6% | +163.7% | -61.1% | +55.5% |
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