+22,068.6%
ISRG vs AEM
+3,615.1%
+18,453.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | +0.1% |
| 7D | -6.8% | +1.4% | -8.1% | -6.9% |
| 30D | +5.1% | -1.2% | +6.3% | +5.1% |
| 3M | +12.0% | +2.5% | +9.5% | +11.4% |
| 6M | +7.0% | -5.1% | +12.1% | +7.0% |
| YTD | -20.6% | +10.4% | -31.0% | -22.2% |
| 1Y | -21.4% | +11.8% | -33.2% | -23.2% |
| 3Y | +62.0% | +315.6% | -253.7% | +37.6% |
| 5Y | +28.1% | +266.3% | -238.1% | +9.1% |
| 10Y | +550.7% | +427.4% | +123.3% | +423.1% |
| All | +22,068.6% | +3,615.1% | +18,453.5% | +16,181.7% |
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