-68.6%
AAL vs ISRG
+542.9%
-611.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.5% |
| 7D | -0.1% | -2.0% | +2.0% | +1.1% |
| 30D | +11.7% | +5.6% | +6.1% | +8.3% |
| 3M | -12.5% | +10.5% | -23.1% | -17.6% |
| 6M | +3.6% | +2.6% | +1.0% | +0.4% |
| YTD | -14.1% | -21.7% | +7.6% | -3.5% |
| 1Y | +0.8% | -21.6% | +22.3% | +13.1% |
| 3Y | +11.8% | +57.0% | -45.2% | -17.3% |
| 5Y | -35.1% | +25.0% | -60.1% | -47.9% |
| All | -68.6% | +542.9% | -611.5% | -88.4% |
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