+1,131.0%
ARES vs EPAM
+165.6%
+965.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | +0.8% | +18.5% | -17.8% | -5.4% |
| 30D | +16.7% | +44.0% | -27.3% | +2.9% |
| 3M | -2.6% | +63.0% | -65.6% | -17.8% |
| 6M | +13.0% | +67.3% | -54.3% | -7.2% |
| YTD | -11.7% | -20.5% | +8.8% | -8.2% |
| 1Y | -6.7% | -9.6% | +2.9% | -6.9% |
| 3Y | +40.5% | -30.8% | +71.3% | +44.6% |
| 5Y | +88.2% | -75.6% | +163.9% | +152.8% |
| 10Y | +1,131.0% | +159.6% | +971.4% | +554.4% |
| All | +1,131.0% | +165.6% | +965.3% | +554.4% |
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