-27.6%
AAL vs ISRG
+5,718.4%
-5,746.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +3.5% |
| 7D | +4.6% | +4.8% | -0.2% | +2.3% |
| 30D | +2.6% | +9.2% | -6.7% | -1.8% |
| 3M | -17.8% | +21.2% | -38.9% | -25.4% |
| 6M | +1.9% | +0.2% | +1.6% | +0.2% |
| YTD | -14.0% | -20.1% | +6.0% | -5.9% |
| 1Y | +0.2% | -17.3% | +17.6% | +8.0% |
| 3Y | +13.0% | +63.3% | -50.3% | -13.5% |
| 5Y | -39.6% | +24.1% | -63.7% | -49.0% |
| 10Y | -65.7% | +507.0% | -572.6% | -86.4% |
| All | -27.6% | +5,718.4% | -5,746.0% | -86.5% |
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