+528.5%
REGN vs AMBA
+810.0%
-281.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.6% |
| 7D | +5.3% | +10.7% | -5.3% | +4.0% |
| 30D | +26.3% | -5.0% | +31.3% | +26.8% |
| 3M | +19.3% | -26.9% | +46.2% | +23.4% |
| 6M | +31.8% | -21.9% | +53.7% | +32.4% |
| YTD | +23.7% | -13.8% | +37.5% | +21.4% |
| 1Y | +40.2% | -36.1% | +76.3% | +42.7% |
| 3Y | +20.2% | +21.6% | -1.5% | +7.6% |
| 5Y | +52.1% | -68.8% | +120.9% | +55.0% |
| 10Y | +128.7% | +2.3% | +126.4% | +75.6% |
| All | +528.5% | +810.0% | -281.5% | +300.8% |
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