+6.4%
AAL vs ISRG
-17.8%
+24.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.7% | +6.6% |
| 7D | +8.3% | +5.4% | +2.8% | +5.6% |
| 30D | +11.0% | +8.6% | +2.3% | +6.5% |
| 3M | -11.2% | +21.6% | -32.7% | -19.5% |
| 6M | +6.1% | +2.3% | +3.7% | +4.9% |
| YTD | -7.6% | -18.7% | +11.0% | +4.7% |
| All | +6.4% | -17.8% | +24.1% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling