-22.2%
AAL vs ISRG
+5,818.1%
-5,840.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.6% |
| 3M | -11.2% | +21.6% | -32.7% | -19.5% |
| 6M | +6.1% | +2.3% | +3.7% | +3.4% |
| YTD | -7.6% | -18.7% | +11.0% | +0.4% |
| 1Y | +3.7% | -17.8% | +21.5% | +12.0% |
| 3Y | +20.5% | +69.1% | -48.6% | -9.3% |
| 5Y | -36.4% | +26.5% | -62.9% | -46.7% |
| 10Y | -65.4% | +536.3% | -601.7% | -86.6% |
| All | -22.2% | +5,818.1% | -5,840.3% | -85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling