+88.2%
ARES vs EPAM
-76.2%
+164.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | +0.8% | +18.5% | -17.8% | -4.2% |
| 30D | +16.7% | +44.0% | -27.3% | +5.3% |
| 3M | -2.6% | +63.0% | -65.6% | -15.1% |
| 6M | +13.0% | +67.3% | -54.3% | -3.6% |
| YTD | -11.7% | -20.5% | +8.8% | -8.5% |
| 1Y | -6.7% | -9.6% | +2.9% | -6.4% |
| 3Y | +40.5% | -30.8% | +71.3% | +44.2% |
| 5Y | +88.2% | -75.6% | +163.9% | +120.4% |
| All | +88.2% | -76.2% | +164.4% | +120.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling