+333.0%
APP vs ISRG
+2.5%
+330.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.1% | +2.9% |
| 7D | +0.9% | -1.6% | +2.5% | +2.1% |
| 30D | -23.3% | -2.3% | -21.0% | -22.3% |
| 3M | -42.6% | -12.4% | -30.2% | -38.2% |
| 6M | -33.6% | -26.8% | -6.8% | -18.1% |
| YTD | -52.4% | -35.3% | -17.2% | -34.2% |
| 1Y | -35.9% | -19.3% | -16.6% | -28.3% |
| 3Y | +642.2% | +18.1% | +624.1% | +517.1% |
| All | +333.0% | +2.5% | +330.5% | +245.8% |
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 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