+10,052.7%
REGN vs AMP
+2,112.0%
+7,940.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -5.6% | -0.5% | -5.1% | -5.4% |
| 30D | -2.0% | -1.3% | -0.6% | -1.6% |
| 3M | +28.0% | +24.2% | +3.8% | +18.3% |
| 6M | +1.2% | +24.6% | -23.4% | -6.7% |
| YTD | +1.6% | +14.8% | -13.2% | -4.0% |
| 1Y | +38.2% | +12.8% | +25.5% | +31.0% |
| 3Y | -5.4% | +69.0% | -74.3% | -23.6% |
| 5Y | +21.3% | +124.9% | -103.6% | -14.3% |
| 10Y | +105.2% | +583.5% | -478.3% | -16.8% |
| All | +10,052.7% | +2,112.0% | +7,940.7% | +1,680.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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