-17.8%
REGN vs AMDL
+126.1%
-143.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.9% | -6.4% | -1.6% |
| 7D | -5.6% | +15.9% | -21.5% | -5.9% |
| 30D | -2.0% | +10.5% | -12.4% | -2.2% |
| 3M | +28.0% | -4.7% | +32.7% | +26.9% |
| 6M | +1.2% | +355.2% | -354.0% | -5.6% |
| YTD | +1.6% | +270.9% | -269.2% | -5.2% |
| 1Y | +38.2% | +499.5% | -461.2% | +22.9% |
| All | -17.8% | +126.1% | -143.9% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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