-40.8%
AAL vs ISRG
+23.7%
-64.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +3.7% |
| 7D | +4.6% | +4.8% | -0.2% | +2.0% |
| 30D | +2.6% | +9.2% | -6.7% | -2.2% |
| 3M | -17.8% | +21.2% | -38.9% | -26.1% |
| 6M | +1.9% | +0.2% | +1.6% | +0.1% |
| YTD | -14.0% | -20.1% | +6.0% | -4.8% |
| 1Y | +0.2% | -17.3% | +17.6% | +9.0% |
| 3Y | +13.0% | +63.3% | -50.3% | -16.4% |
| All | -40.8% | +23.7% | -64.5% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling