+292.6%
APP vs ISRG
+23.7%
+268.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.4% | +13.2% | +12.4% |
| 7D | +71.2% | +4.8% | +66.4% | +63.6% |
| 30D | +39.1% | +9.2% | +29.8% | +28.7% |
| 3M | +16.5% | +21.2% | -4.6% | -1.3% |
| 6M | -16.6% | +0.2% | -16.8% | -20.5% |
| YTD | -41.9% | -20.1% | -21.9% | -32.3% |
| 1Y | -37.0% | -17.3% | -19.7% | -28.8% |
| 3Y | +892.4% | +63.3% | +829.1% | +528.1% |
| All | +292.6% | +23.7% | +268.9% | +178.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling