+446.2%
APP vs ISRG
+77.3%
+368.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.8% | +33.9% | +33.2% |
| 7D | +39.7% | +4.4% | +35.3% | +34.9% |
| 30D | +27.7% | +15.8% | +12.0% | +13.8% |
| 3M | -14.8% | +24.9% | -39.6% | -28.7% |
| 6M | -25.5% | +3.8% | -29.3% | -30.6% |
| YTD | -47.2% | -17.3% | -29.9% | -40.1% |
| 1Y | -42.3% | -14.6% | -27.7% | -36.4% |
| 3Y | +806.8% | +68.2% | +738.6% | +482.3% |
| 5Y | +261.6% | +28.4% | +233.3% | +145.0% |
| All | +446.2% | +77.3% | +368.8% | +232.5% |
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