+33.0%
VRTX vs AMDL
+47.6%
-14.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +22.3% | -21.4% | +0.5% |
| 7D | -2.1% | -26.2% | +24.1% | -1.9% |
| 30D | +8.2% | -57.1% | +65.3% | +9.2% |
| 3M | +13.0% | -29.8% | +42.9% | +12.9% |
| 6M | +27.9% | -22.2% | +50.1% | +26.0% |
| YTD | +20.7% | +142.1% | -121.4% | +13.0% |
| 1Y | +31.4% | +85.8% | -54.4% | +23.8% |
| All | +33.0% | +47.6% | -14.6% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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