-25.5%
APP vs ISRG
+3.2%
-28.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.8% | +33.9% | +31.6% |
| 7D | +39.7% | +4.4% | +35.3% | +37.3% |
| 30D | +27.7% | +15.8% | +12.0% | +23.7% |
| 3M | -14.8% | +24.9% | -39.6% | -18.2% |
| 6M | -25.5% | +3.8% | -29.3% | -31.9% |
| All | -25.5% | +3.2% | -28.7% | -31.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling