+446.9%
REGN vs AMBA
+837.3%
-390.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | +4.2% | -11.0% | +15.2% | +5.7% |
| 30D | +7.8% | -23.2% | +31.0% | +11.3% |
| 3M | +31.8% | -12.7% | +44.5% | +31.7% |
| 6M | +5.4% | +11.2% | -5.8% | +1.1% |
| YTD | +7.7% | -11.2% | +18.9% | +5.7% |
| 1Y | +46.7% | -22.5% | +69.2% | +45.3% |
| 3Y | +0.5% | -1.3% | +1.8% | -7.1% |
| 5Y | +22.9% | -54.2% | +77.1% | +18.6% |
| 10Y | +115.0% | -6.1% | +121.1% | +68.0% |
| All | +446.9% | +837.3% | -390.4% | +249.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling