+500.0%
APP vs ISRG
+71.4%
+428.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.4% | +13.2% | +12.4% |
| 7D | +71.2% | +4.8% | +66.4% | +63.9% |
| 30D | +39.1% | +9.2% | +29.8% | +29.0% |
| 3M | +16.5% | +21.2% | -4.6% | -0.7% |
| 6M | -16.6% | +0.2% | -16.8% | -20.4% |
| YTD | -41.9% | -20.1% | -21.9% | -32.7% |
| 1Y | -37.0% | -17.3% | -19.7% | -29.1% |
| 3Y | +892.4% | +63.3% | +829.1% | +549.4% |
| 5Y | +297.3% | +24.1% | +273.2% | +175.3% |
| All | +500.0% | +71.4% | +428.7% | +273.6% |
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