+27.4%
VRTX vs AMT
+9.1%
+18.4%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -0.4% | -2.4% | +2.0% | -0.2% |
| 30D | +7.9% | +4.2% | +3.7% | +7.5% |
| 3M | +3.3% | +13.4% | -10.1% | +2.1% |
| 6M | +25.7% | +9.4% | +16.3% | +24.6% |
| YTD | +20.7% | +11.7% | +9.0% | +22.7% |
| 1Y | +27.4% | +7.1% | +20.3% | +30.5% |
| All | +27.4% | +9.1% | +18.4% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling