+7,765.4%
AMD vs ISRG
+542.9%
+7,222.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.8% | -9.6% | -9.3% |
| 7D | +18.9% | -2.0% | +21.0% | +20.4% |
| 30D | -6.4% | +5.6% | -12.0% | -10.2% |
| 3M | +10.6% | +10.5% | 0.0% | +1.9% |
| 6M | +19.9% | +2.6% | +17.3% | +12.1% |
| YTD | +149.4% | -21.7% | +171.1% | +177.9% |
| 1Y | +115.4% | -21.6% | +136.9% | +139.1% |
| 3Y | +357.3% | +57.0% | +300.2% | +193.3% |
| 5Y | +261.1% | +25.0% | +236.1% | +164.5% |
| All | +7,765.4% | +542.9% | +7,222.5% | +1,922.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling