+56.8%
VRTX vs AMBA
-1.0%
+57.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.1% |
| 7D | +0.8% | -11.0% | +11.8% | +1.3% |
| 30D | +12.6% | -23.2% | +35.8% | +13.8% |
| 3M | +23.6% | -12.7% | +36.3% | +23.3% |
| 6M | +14.3% | +11.2% | +3.1% | +11.1% |
| YTD | +20.5% | -11.2% | +31.7% | +18.6% |
| 1Y | +37.6% | -22.5% | +60.1% | +36.0% |
| All | +56.8% | -1.0% | +57.8% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling