+937.8%
AMBA vs EPAM
+498.4%
+439.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | +0.1% |
| 7D | -11.0% | +2.0% | -12.9% | -11.7% |
| 30D | -23.2% | +6.5% | -29.7% | -25.9% |
| 3M | -12.7% | +19.9% | -32.6% | -21.5% |
| 6M | +11.2% | -16.9% | +28.1% | +14.8% |
| YTD | -11.2% | -42.9% | +31.7% | +5.2% |
| 1Y | -22.5% | -30.4% | +7.8% | -15.8% |
| 3Y | -1.3% | -54.7% | +53.4% | +22.6% |
| 5Y | -54.2% | -81.8% | +27.6% | -25.2% |
| 10Y | -6.1% | +65.5% | -71.6% | -42.6% |
| All | +937.8% | +498.4% | +439.4% | +244.6% |
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