-36.2%
AMBA vs EPAM
+4.5%
-40.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +20.6% | -30.1% | -7.4% |
| 7D | -14.6% | +23.0% | -37.6% | -12.5% |
| 30D | -18.8% | +51.6% | -70.4% | -16.2% |
| 3M | -32.6% | +50.8% | -83.4% | -30.4% |
| 6M | -25.8% | +51.1% | -76.9% | -20.2% |
| YTD | -22.1% | -19.1% | -3.0% | -3.4% |
| 1Y | -36.2% | +3.0% | -39.2% | -44.3% |
| All | -36.2% | +4.5% | -40.7% | -44.3% |
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