+520.8%
APP vs ISRG
+70.1%
+450.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.5% | +2.4% |
| 7D | +48.9% | -6.8% | +55.7% | +55.8% |
| 30D | +49.4% | +5.1% | +44.3% | +42.9% |
| 3M | +27.0% | +12.0% | +15.0% | +15.3% |
| 6M | -15.4% | +7.0% | -22.4% | -23.3% |
| YTD | -39.9% | -20.6% | -19.3% | -29.9% |
| 1Y | -32.0% | -21.4% | -10.5% | -20.1% |
| 3Y | +824.3% | +62.0% | +762.3% | +508.2% |
| 5Y | +252.4% | +28.1% | +224.3% | +143.5% |
| All | +520.8% | +70.1% | +450.7% | +288.9% |
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 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