+22,229.9%
ISRG vs AEM
+3,727.2%
+18,502.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -3.5% |
| 7D | +4.8% | +15.8% | -11.0% | +3.3% |
| 30D | +9.2% | +6.2% | +3.0% | +8.5% |
| 3M | +21.2% | +14.3% | +6.8% | +19.1% |
| 6M | +0.2% | +1.4% | -1.2% | -0.5% |
| YTD | -20.1% | +13.7% | -33.8% | -21.9% |
| 1Y | -17.3% | +21.3% | -38.7% | -19.8% |
| 3Y | +63.3% | +309.9% | -246.6% | +38.9% |
| 5Y | +24.1% | +301.0% | -276.9% | +4.8% |
| 10Y | +507.0% | +344.0% | +162.9% | +394.8% |
| All | +22,229.9% | +3,727.2% | +18,502.7% | +16,251.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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