+11.8%
AMBA vs EPAM
-31.1%
+42.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +20.6% | -30.1% | -13.5% |
| 7D | -14.6% | +23.0% | -37.6% | -18.8% |
| 30D | -18.8% | +51.6% | -70.4% | -26.9% |
| 3M | -32.6% | +50.8% | -83.4% | -39.8% |
| 6M | -25.8% | +51.1% | -76.9% | -34.2% |
| YTD | -22.1% | -19.1% | -3.0% | -12.9% |
| 1Y | -36.2% | +3.0% | -39.2% | -36.1% |
| All | +11.8% | -31.1% | +42.8% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling