-22.2%
AAL vs VRTX
+2,723.5%
-2,745.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.7% | +6.7% | +7.2% |
| 7D | +8.3% | -0.4% | +8.7% | +8.4% |
| 30D | +11.0% | +8.0% | +3.0% | +8.7% |
| 3M | -11.2% | +11.0% | -22.2% | -13.9% |
| 6M | +6.1% | +28.2% | -22.1% | -1.1% |
| YTD | -7.6% | +21.5% | -29.1% | -13.0% |
| 1Y | +3.7% | +34.5% | -30.8% | -5.0% |
| 3Y | +20.5% | +49.5% | -29.0% | +4.4% |
| 5Y | -36.4% | +188.3% | -224.7% | -54.5% |
| 10Y | -65.4% | +493.1% | -558.5% | -81.5% |
| All | -22.2% | +2,723.5% | -2,745.7% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 VRTX 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