+506.6%
APP vs ISRG
+70.3%
+436.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -1.8% |
| 7D | +61.1% | +2.1% | +59.0% | +57.4% |
| 30D | +42.8% | +6.2% | +36.6% | +35.5% |
| 3M | +16.7% | +14.4% | +2.3% | +4.1% |
| 6M | -15.6% | 0.0% | -15.6% | -19.3% |
| YTD | -41.3% | -20.5% | -20.8% | -31.6% |
| 1Y | -39.3% | -21.9% | -17.4% | -28.3% |
| 3Y | +803.2% | +62.2% | +741.0% | +493.8% |
| 5Y | +313.2% | +25.2% | +288.0% | +186.2% |
| All | +506.6% | +70.3% | +436.3% | +279.7% |
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