+100.4%
REGN vs AMBA
+8.8%
+91.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.6% |
| 7D | -6.0% | +7.1% | -13.0% | -6.7% |
| 30D | -0.4% | -18.1% | +17.8% | +1.8% |
| 3M | +32.0% | +8.4% | +23.6% | +28.8% |
| 6M | +3.0% | +25.7% | -22.7% | -2.3% |
| YTD | +3.2% | -4.2% | +7.4% | +0.5% |
| 1Y | +43.4% | -18.7% | +62.1% | +41.4% |
| 3Y | -3.6% | +13.3% | -16.9% | -11.9% |
| 5Y | +23.1% | -54.2% | +77.3% | +18.9% |
| All | +100.4% | +8.8% | +91.6% | +53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling