-27.8%
AAL vs ISRG
+4,612.0%
-4,639.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.1% | +1.6% |
| 7D | -3.7% | -1.6% | -2.2% | -3.0% |
| 30D | -20.8% | -2.3% | -18.5% | -20.1% |
| 3M | -1.3% | -12.4% | +11.2% | +4.2% |
| 6M | +5.4% | -26.8% | +32.2% | +20.9% |
| YTD | -14.4% | -35.3% | +20.9% | +4.0% |
| 1Y | +2.1% | -19.3% | +21.4% | +10.7% |
| 3Y | -10.6% | +18.1% | -28.7% | -20.3% |
| 5Y | -32.2% | +2.6% | -34.9% | -37.3% |
| 10Y | -62.7% | +379.4% | -442.1% | -83.4% |
| All | -27.8% | +4,612.0% | -4,639.9% | -85.1% |
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