+1,121.7%
ARES vs EPAM
+385.3%
+736.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +1.3% |
| 7D | +4.5% | +13.4% | -8.8% | 0.0% |
| 30D | +15.7% | +47.1% | -31.3% | +2.5% |
| 3M | -2.0% | +71.2% | -73.2% | -17.3% |
| 6M | +10.4% | +48.9% | -38.5% | -4.5% |
| YTD | -14.2% | -22.2% | +8.0% | -10.5% |
| 1Y | -7.8% | -5.2% | -2.6% | -9.2% |
| 3Y | +41.4% | -34.9% | +76.3% | +48.1% |
| 5Y | +83.7% | -77.4% | +161.1% | +140.1% |
| 10Y | +1,204.1% | +158.1% | +1,046.0% | +809.4% |
| All | +1,121.7% | +385.3% | +736.5% | +839.6% |
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