+1,056.0%
ARES vs EPAM
+66.7%
+989.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.2% |
| 7D | -1.7% | +2.0% | -3.6% | -2.3% |
| 30D | +0.3% | +6.5% | -6.3% | -2.3% |
| 3M | +8.5% | +19.9% | -11.5% | +0.9% |
| 6M | +23.5% | -16.9% | +40.4% | +28.7% |
| YTD | -11.2% | -42.9% | +31.7% | +3.7% |
| 1Y | -19.3% | -30.4% | +11.1% | -11.8% |
| 3Y | +48.7% | -54.7% | +103.4% | +77.0% |
| 5Y | +106.5% | -81.8% | +188.3% | +203.8% |
| All | +1,056.0% | +66.7% | +989.3% | +627.8% |
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