+46.7%
REGN vs AMBA
-20.7%
+67.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.9% |
| 7D | +4.2% | -11.0% | +15.2% | +4.1% |
| 30D | +7.8% | -23.2% | +31.0% | +7.5% |
| 3M | +31.8% | -12.7% | +44.5% | +31.6% |
| 6M | +5.4% | +11.2% | -5.8% | +5.1% |
| YTD | +7.7% | -11.2% | +18.9% | +6.3% |
| 1Y | +46.7% | -22.5% | +69.2% | +43.6% |
| All | +46.7% | -20.7% | +67.3% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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