+18.6%
ADM vs EPAM
-54.6%
+73.2%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.6% | +0.3% |
| 7D | +3.8% | +2.0% | +1.8% | +3.7% |
| 30D | +9.8% | +6.5% | +3.2% | +9.5% |
| 3M | +2.1% | +19.9% | -17.8% | +1.4% |
| 6M | +27.5% | -16.9% | +44.4% | +28.6% |
| YTD | +50.2% | -42.9% | +93.1% | +54.6% |
| 1Y | +40.6% | -30.4% | +71.0% | +42.8% |
| All | +18.6% | -54.6% | +73.2% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling