+2,831.9%
VRTX vs AMT
+1,444.4%
+1,387.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.7% |
| 7D | +3.2% | +1.6% | +1.6% | +2.8% |
| 30D | +7.4% | +4.5% | +3.0% | +6.0% |
| 3M | +4.6% | +13.8% | -9.2% | +0.6% |
| 6M | +27.5% | +10.0% | +17.4% | +23.2% |
| YTD | +20.9% | +11.8% | +9.1% | +15.9% |
| 1Y | +30.1% | +10.2% | +19.8% | +25.1% |
| 3Y | +46.6% | +15.1% | +31.5% | +37.4% |
| 5Y | +191.6% | -18.8% | +210.4% | +196.1% |
| 10Y | +474.5% | +133.7% | +340.9% | +329.4% |
| All | +2,831.9% | +1,444.4% | +1,387.4% | +1,353.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling