+319.2%
ADM vs EPAM
+751.2%
-432.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.6% | +0.5% |
| 7D | +3.8% | +2.0% | +1.8% | +3.5% |
| 30D | +9.8% | +6.5% | +3.2% | +8.8% |
| 3M | +2.1% | +19.9% | -17.8% | -0.3% |
| 6M | +27.5% | -16.9% | +44.4% | +29.0% |
| YTD | +50.2% | -42.9% | +93.1% | +57.7% |
| 1Y | +40.6% | -30.4% | +71.0% | +43.9% |
| 3Y | +17.2% | -54.7% | +72.0% | +23.4% |
| 5Y | +61.9% | -81.8% | +143.7% | +83.8% |
| 10Y | +159.3% | +65.5% | +93.8% | +98.9% |
| All | +319.2% | +751.2% | -432.0% | +180.7% |
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