-65.4%
AAL vs ISRG
+524.5%
-590.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.7% | +6.5% |
| 7D | +8.3% | +5.4% | +2.8% | +5.2% |
| 30D | +11.0% | +8.6% | +2.3% | +5.9% |
| 3M | -11.2% | +21.6% | -32.7% | -20.7% |
| 6M | +6.1% | +2.3% | +3.7% | +2.9% |
| YTD | -7.6% | -18.7% | +11.0% | +1.6% |
| 1Y | +3.7% | -17.8% | +21.5% | +13.3% |
| 3Y | +20.5% | +69.1% | -48.6% | -14.4% |
| 5Y | -36.4% | +26.5% | -62.9% | -49.2% |
| 10Y | -65.4% | +536.3% | -601.7% | -87.0% |
| All | -65.4% | +524.5% | -590.0% | -87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 ISRG 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