+261.9%
AMD vs ISRG
+68.5%
+193.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.8% | -14.4% | -16.2% |
| 7D | -28.6% | +4.4% | -33.0% | -29.6% |
| 30D | -37.7% | +15.8% | -53.5% | -41.0% |
| 3M | -16.1% | +24.9% | -41.0% | -23.3% |
| 6M | +13.8% | +3.8% | +10.0% | +11.6% |
| YTD | +88.8% | -17.3% | +106.1% | +109.1% |
| 1Y | +57.8% | -14.6% | +72.4% | +71.0% |
| All | +261.9% | +68.5% | +193.4% | +163.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling