+531.3%
REGN vs AMBA
+796.0%
-264.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.6% |
| 7D | +5.7% | +2.7% | +3.0% | +5.3% |
| 30D | +22.8% | -2.2% | +24.9% | +22.9% |
| 3M | +18.7% | -26.6% | +45.3% | +22.7% |
| 6M | +33.1% | -26.8% | +59.9% | +34.8% |
| YTD | +24.3% | -15.1% | +39.4% | +22.2% |
| 1Y | +38.2% | -32.3% | +70.4% | +39.5% |
| 3Y | +21.1% | +19.8% | +1.3% | +8.6% |
| 5Y | +52.8% | -69.2% | +122.0% | +56.0% |
| 10Y | +129.8% | +0.8% | +129.0% | +76.7% |
| All | +531.3% | +796.0% | -264.7% | +303.4% |
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