+22.1%
ADM vs EPAM
-76.7%
+98.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.4% | -0.9% |
| 7D | -1.8% | +18.8% | -20.6% | -2.3% |
| 30D | -13.3% | +44.9% | -58.2% | -14.1% |
| 3M | -13.4% | +68.6% | -81.9% | -14.5% |
| 6M | -9.6% | +65.4% | -75.0% | -10.9% |
| YTD | +23.0% | -19.9% | +42.9% | +23.9% |
| 1Y | +27.4% | -10.0% | +37.4% | +27.7% |
| 3Y | +5.7% | -30.3% | +35.9% | +5.8% |
| 5Y | +22.1% | -75.7% | +97.7% | +26.1% |
| All | +22.1% | -76.7% | +98.8% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling