-16.6%
REGN vs AMDL
+115.6%
-132.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.7% | +4.9% | -1.6% |
| 7D | -6.0% | +20.7% | -26.7% | -6.4% |
| 30D | -0.4% | +9.4% | -9.8% | -0.6% |
| 3M | +32.0% | +5.6% | +26.4% | +30.4% |
| 6M | +3.0% | +340.3% | -337.2% | -3.8% |
| YTD | +3.2% | +253.6% | -250.5% | -3.7% |
| 1Y | +43.4% | +443.4% | -399.9% | +28.1% |
| All | -16.6% | +115.6% | -132.1% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling