+493.1%
VRTX vs AMT
+116.9%
+376.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | +8.0% | +3.7% | +4.3% | +6.7% |
| 3M | +11.0% | +10.7% | +0.3% | +7.2% |
| 6M | +28.2% | +9.3% | +18.9% | +23.6% |
| YTD | +21.5% | +10.9% | +10.6% | +16.1% |
| 1Y | +34.5% | +10.5% | +24.0% | +28.6% |
| 3Y | +49.5% | +15.5% | +33.9% | +37.6% |
| 5Y | +188.3% | -20.6% | +208.9% | +200.1% |
| 10Y | +493.1% | +124.5% | +368.5% | +417.0% |
| All | +493.1% | +116.9% | +376.2% | +417.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling