+82.8%
ARES vs EPAM
-75.7%
+158.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +0.5% | +2.4% | -1.9% | -0.2% |
| 30D | +19.7% | +42.3% | -22.7% | +8.3% |
| 3M | -9.0% | +60.7% | -69.6% | -20.4% |
| 6M | +11.5% | +80.5% | -68.9% | -6.7% |
| YTD | -13.8% | -20.4% | +6.5% | -10.7% |
| 1Y | -5.6% | -9.6% | +4.0% | -5.3% |
| 3Y | +36.1% | -30.5% | +66.6% | +39.5% |
| All | +82.8% | -75.7% | +158.5% | +113.6% |
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