+810.4%
AMBA vs EPAM
+747.1%
+63.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -32.3% |
| 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% | -21.3% |
| 1Y | -36.2% | +3.0% | -39.2% | -41.9% |
| 3Y | +10.0% | -31.2% | +41.1% | +13.2% |
| 5Y | -71.6% | -76.5% | +4.9% | -58.7% |
| 10Y | -4.7% | +168.4% | -173.2% | -52.8% |
| All | +810.4% | +747.1% | +63.3% | +157.8% |
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 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