+67.2%
ISRG vs ACHR
-57.3%
+124.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -10.9% | +8.8% | -1.0% |
| 7D | -6.1% | +11.9% | -18.0% | -7.4% |
| 30D | +4.2% | -2.5% | +6.7% | +4.2% |
| 3M | +9.6% | -31.2% | +40.8% | +13.2% |
| 6M | +1.9% | -32.2% | +34.1% | +4.5% |
| YTD | -22.3% | -42.4% | +20.1% | -19.5% |
| 1Y | -23.2% | -49.9% | +26.8% | -19.5% |
| 3Y | +58.5% | -12.9% | +71.4% | +46.0% |
| 5Y | +23.9% | -24.6% | +48.5% | +3.6% |
| All | +67.2% | -57.3% | +124.6% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 10y: compounded portfolio wealth divided by compounded ACHR 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…
10y analysis · Full analysis span regression · 6 months rolling