+128.2%
ADM vs EPAM
+165.6%
-37.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.4% |
| 7D | +0.1% | +18.5% | -18.4% | -1.7% |
| 30D | -11.8% | +44.0% | -55.9% | -15.0% |
| 3M | -11.3% | +63.0% | -74.3% | -15.7% |
| 6M | -10.0% | +67.3% | -77.3% | -15.2% |
| YTD | +25.9% | -20.5% | +46.4% | +27.5% |
| 1Y | +26.7% | -9.6% | +36.3% | +26.4% |
| 3Y | +8.1% | -30.8% | +39.0% | +8.7% |
| 5Y | +23.5% | -75.6% | +99.1% | +41.8% |
| 10Y | +128.2% | +159.6% | -31.3% | +61.6% |
| All | +128.2% | +165.6% | -37.4% | +61.6% |
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