+1,119.4%
ARES vs EPAM
+404.7%
+714.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +20.6% | -22.9% | -8.2% |
| 7D | +4.9% | +23.0% | -18.1% | -2.0% |
| 30D | +13.6% | +51.6% | -38.0% | -0.3% |
| 3M | -3.3% | +50.8% | -54.1% | -15.6% |
| 6M | +11.0% | +51.1% | -40.1% | -4.3% |
| YTD | -14.4% | -19.1% | +4.7% | -11.7% |
| 1Y | -9.1% | +3.0% | -12.1% | -12.7% |
| 3Y | +37.1% | -31.2% | +68.3% | +41.3% |
| 5Y | +83.3% | -76.5% | +159.8% | +137.0% |
| 10Y | +1,201.6% | +168.4% | +1,033.1% | +797.8% |
| All | +1,119.4% | +404.7% | +714.6% | +827.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling