-2.4%
AAOI vs VRTX
+14.4%
-16.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.8% | -3.8% |
| 7D | +4.7% | -6.4% | +11.1% | +2.1% |
| 30D | -18.7% | -0.5% | -18.2% | -18.6% |
| 3M | -33.7% | +16.9% | -50.6% | -32.7% |
| 6M | -2.4% | +13.1% | -15.5% | +0.7% |
| All | -2.4% | +14.4% | -16.8% | +0.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling