+97.5%
REGN vs AMC
-98.9%
+196.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.2% | -5.7% | -1.5% |
| 7D | -5.6% | -7.2% | +1.6% | -5.6% |
| 30D | -2.0% | -2.8% | +0.8% | -1.9% |
| 3M | +28.0% | +7.9% | +20.1% | +27.8% |
| 6M | +1.2% | +119.6% | -118.5% | +0.7% |
| YTD | +1.6% | +57.7% | -56.1% | +1.3% |
| 1Y | +38.2% | -12.1% | +50.4% | +38.1% |
| 3Y | -5.4% | -66.5% | +61.1% | -5.3% |
| 5Y | +21.3% | -99.5% | +120.8% | +21.2% |
| All | +97.5% | -98.9% | +196.4% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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