+1,057.7%
AMD vs ISRG
+18,108.6%
-17,050.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +4.9% |
| 7D | +2.6% | -1.6% | +4.2% | +3.0% |
| 30D | -0.9% | -2.3% | +1.3% | -0.5% |
| 3M | -8.7% | -12.4% | +3.7% | -6.5% |
| 6M | +136.3% | -26.8% | +163.2% | +154.2% |
| YTD | +123.0% | -35.3% | +158.3% | +148.0% |
| 1Y | +195.2% | -19.3% | +214.5% | +205.6% |
| 3Y | +336.3% | +18.1% | +318.2% | +307.9% |
| 5Y | +334.5% | +2.6% | +331.8% | +322.5% |
| 10Y | +6,259.1% | +379.4% | +5,879.7% | +4,295.8% |
| All | +1,057.7% | +18,108.6% | -17,050.8% | +316.9% |
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