+12,036.0%
VRTX vs AFL
+15,490.1%
-3,454.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.2% | -1.9% |
| 7D | +0.8% | +0.6% | +0.2% | +0.7% |
| 30D | +12.6% | -6.2% | +18.8% | +14.4% |
| 3M | +23.6% | +2.2% | +21.5% | +22.7% |
| 6M | +14.3% | +5.3% | +9.0% | +12.4% |
| YTD | +20.5% | +8.0% | +12.5% | +17.5% |
| 1Y | +37.6% | +10.2% | +27.4% | +33.3% |
| 3Y | +55.5% | +67.1% | -11.5% | +33.1% |
| 5Y | +175.7% | +135.6% | +40.2% | +113.4% |
| 10Y | +474.2% | +299.4% | +174.8% | +267.0% |
| All | +12,036.0% | +15,490.1% | -3,454.1% | +2,765.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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