+2,746.7%
VRTX vs AMP
+1,967.6%
+779.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.1% |
| 7D | -1.6% | +3.9% | -5.5% | -2.8% |
| 30D | +8.0% | +5.1% | +2.9% | +6.2% |
| 3M | +4.3% | -8.7% | +13.0% | +7.2% |
| 6M | +18.9% | +11.4% | +7.4% | +14.2% |
| YTD | +18.8% | +7.3% | +11.5% | +14.9% |
| 1Y | +24.0% | +14.6% | +9.4% | +17.3% |
| 3Y | +42.1% | +61.2% | -19.1% | +17.4% |
| 5Y | +187.6% | +81.0% | +106.5% | +122.0% |
| 10Y | +485.4% | +468.0% | +17.4% | +174.5% |
| All | +2,746.7% | +1,967.6% | +779.1% | +625.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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