+75.1%
ISRG vs ACHR
-52.6%
+127.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.3% | -6.6% | +0.9% |
| 7D | +5.4% | +15.3% | -9.9% | +3.7% |
| 30D | +8.6% | -3.0% | +11.7% | +8.7% |
| 3M | +21.6% | -14.0% | +35.5% | +22.7% |
| 6M | +2.3% | -25.8% | +28.1% | +4.0% |
| YTD | -18.7% | -36.0% | +17.4% | -16.6% |
| 1Y | -17.8% | -41.2% | +23.4% | -15.2% |
| 3Y | +69.1% | -8.6% | +77.6% | +55.1% |
| 5Y | +26.5% | -20.6% | +47.1% | +5.0% |
| All | +75.1% | -52.6% | +127.7% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling