+249.2%
ADM vs EPAM
+1,105.1%
-855.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +20.6% | -21.2% | -2.6% |
| 7D | -7.5% | +23.0% | -30.5% | -9.6% |
| 30D | -14.3% | +51.6% | -65.9% | -18.0% |
| 3M | -8.6% | +50.8% | -59.4% | -12.8% |
| 6M | -9.9% | +51.1% | -61.0% | -14.4% |
| YTD | +25.1% | -19.1% | +44.2% | +26.3% |
| 1Y | +28.8% | +3.0% | +25.9% | +26.5% |
| 3Y | +6.9% | -31.2% | +38.0% | +7.4% |
| 5Y | +25.9% | -76.5% | +102.4% | +40.2% |
| 10Y | +101.7% | +168.4% | -66.7% | +46.4% |
| All | +249.2% | +1,105.1% | -855.9% | +124.9% |
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