+25.0%
VRTX vs AMBA
-35.5%
+60.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.9% |
| 7D | 0.0% | +10.7% | -10.7% | +0.3% |
| 30D | +11.8% | -5.0% | +16.9% | +11.7% |
| 3M | +3.2% | -26.9% | +30.1% | +2.4% |
| 6M | +21.0% | -21.9% | +43.0% | +20.3% |
| YTD | +19.7% | -13.8% | +33.5% | +16.0% |
| 1Y | +25.0% | -36.1% | +61.0% | +18.9% |
| All | +25.0% | -35.5% | +60.5% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 1y: compounded portfolio wealth divided by compounded AMBA 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…
1y analysis · Full analysis span regression · 6 months rolling