-14.7%
REGN vs AMIX
-99.9%
+85.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -5.2% | +1.6% | -6.8% | -5.2% |
| 30D | +0.1% | -50.8% | +50.9% | 0.0% |
| 3M | +31.2% | -46.3% | +77.5% | +31.3% |
| 6M | +3.6% | -49.9% | +53.5% | +3.6% |
| YTD | +5.0% | -60.4% | +65.5% | +4.9% |
| 1Y | +45.9% | -81.7% | +127.6% | +45.1% |
| All | -14.7% | -99.9% | +85.2% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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