+880.4%
AMD vs ISRG
+23,164.4%
-22,284.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.8% | -14.4% | -16.5% |
| 7D | -28.6% | +4.4% | -33.0% | -29.4% |
| 30D | -37.7% | +15.8% | -53.5% | -40.3% |
| 3M | -16.1% | +24.9% | -41.0% | -21.7% |
| 6M | +13.8% | +3.8% | +10.0% | +10.5% |
| YTD | +88.8% | -17.3% | +106.1% | +95.2% |
| 1Y | +57.8% | -14.6% | +72.4% | +61.5% |
| 3Y | +260.3% | +68.2% | +192.0% | +203.7% |
| 5Y | +196.6% | +28.4% | +168.2% | +169.7% |
| 10Y | +6,064.6% | +528.0% | +5,536.6% | +3,839.6% |
| All | +880.4% | +23,164.4% | -22,284.1% | +228.1% |
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