+1,164.6%
ARES vs EPAM
+256.5%
+908.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.3% |
| 7D | -1.7% | +2.0% | -3.6% | -2.2% |
| 30D | +0.3% | +6.5% | -6.3% | -2.1% |
| 3M | +8.5% | +19.9% | -11.5% | +1.5% |
| 6M | +23.5% | -16.9% | +40.4% | +28.3% |
| YTD | -11.2% | -42.9% | +31.7% | +2.5% |
| 1Y | -19.3% | -30.4% | +11.1% | -12.4% |
| 3Y | +48.7% | -54.7% | +103.4% | +74.8% |
| 5Y | +106.5% | -81.8% | +188.3% | +188.9% |
| 10Y | +1,055.3% | +65.5% | +989.9% | +801.5% |
| All | +1,164.6% | +256.5% | +908.1% | +976.1% |
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