+126.6%
ADM vs EPAM
+157.4%
-30.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | +4.2% | +2.4% | +1.8% | +3.9% |
| 30D | -12.8% | +42.3% | -55.2% | -16.0% |
| 3M | -8.5% | +60.7% | -69.1% | -12.9% |
| 6M | -10.9% | +80.5% | -91.4% | -16.7% |
| YTD | +29.4% | -20.4% | +49.8% | +31.1% |
| 1Y | +27.5% | -9.6% | +37.1% | +27.3% |
| 3Y | +10.3% | -30.5% | +40.8% | +10.9% |
| 5Y | +27.4% | -75.7% | +103.1% | +46.5% |
| All | +126.6% | +157.4% | -30.7% | +58.0% |
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