-5.9%
AMBA vs EPAM
+180.9%
-186.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +20.6% | -30.1% | -17.1% |
| 7D | -14.6% | +23.0% | -37.6% | -22.5% |
| 30D | -18.8% | +51.6% | -70.4% | -32.4% |
| 3M | -32.6% | +50.8% | -83.4% | -44.6% |
| 6M | -25.8% | +51.1% | -76.9% | -40.9% |
| YTD | -22.1% | -19.1% | -3.0% | -20.8% |
| 1Y | -36.2% | +3.0% | -39.2% | -41.8% |
| 3Y | +10.0% | -31.2% | +41.1% | +13.8% |
| 5Y | -71.6% | -76.5% | +4.9% | -56.0% |
| All | -5.9% | +180.9% | -186.8% | -61.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling