+1,148.2%
ARES vs EPAM
+168.6%
+979.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.8% | -1.6% |
| 7D | +8.1% | +18.8% | -10.7% | +1.4% |
| 30D | +18.9% | +44.9% | -26.0% | +4.6% |
| 3M | +2.3% | +68.6% | -66.2% | -14.5% |
| 6M | +12.7% | +65.4% | -52.7% | -7.0% |
| YTD | -10.8% | -19.9% | +9.1% | -7.4% |
| 1Y | -5.3% | -10.0% | +4.7% | -5.4% |
| 3Y | +42.0% | -30.3% | +72.3% | +45.8% |
| 5Y | +88.3% | -75.7% | +164.0% | +153.4% |
| 10Y | +1,148.2% | +167.2% | +981.0% | +559.3% |
| All | +1,148.2% | +168.6% | +979.6% | +559.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling