+3,690.5%
REGN vs AME
+19,336.1%
-15,645.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | -6.0% | 0.0% | -6.0% | -6.0% |
| 30D | -0.4% | -8.6% | +8.3% | +3.2% |
| 3M | +32.0% | +5.8% | +26.2% | +28.5% |
| 6M | +3.0% | +3.8% | -0.8% | +1.0% |
| YTD | +3.2% | +14.4% | -11.3% | -2.9% |
| 1Y | +43.4% | +25.8% | +17.7% | +29.6% |
| 3Y | -3.6% | +55.2% | -58.8% | -21.6% |
| 5Y | +23.1% | +85.5% | -62.4% | -8.0% |
| 10Y | +108.3% | +424.0% | -315.7% | -4.6% |
| All | +3,690.5% | +19,336.1% | -15,645.6% | +547.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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