+246.7%
ADM vs EPAM
+1,058.6%
-811.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.1% | -0.3% |
| 7D | -9.0% | +13.4% | -22.4% | -10.3% |
| 30D | -14.0% | +47.1% | -61.1% | -17.5% |
| 3M | -9.2% | +71.2% | -80.3% | -14.4% |
| 6M | -9.2% | +48.9% | -58.1% | -13.7% |
| YTD | +24.2% | -22.2% | +46.5% | +25.9% |
| 1Y | +27.0% | -5.2% | +32.1% | +25.8% |
| 3Y | +6.6% | -34.9% | +41.6% | +7.8% |
| 5Y | +25.0% | -77.4% | +102.4% | +39.8% |
| 10Y | +100.2% | +158.1% | -57.8% | +46.0% |
| All | +246.7% | +1,058.6% | -811.9% | +124.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling