-35.4%
AMBA vs EPAM
-4.9%
-30.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.9% | +10.0% | +5.7% |
| 7D | -7.2% | +13.4% | -20.6% | -5.5% |
| 30D | -10.4% | +47.1% | -57.5% | -7.5% |
| 3M | -30.1% | +71.2% | -101.3% | -27.3% |
| 6M | -22.4% | +48.9% | -71.4% | -16.9% |
| YTD | -17.3% | -22.2% | +4.9% | +1.3% |
| 1Y | -35.4% | -5.2% | -30.2% | -40.0% |
| All | -35.4% | -4.9% | -30.5% | -40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling