-19.3%
ISRG vs AFL
+11.7%
-31.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.9% |
| 7D | -1.6% | +0.6% | -2.2% | -1.6% |
| 30D | -2.3% | -6.2% | +3.9% | -2.2% |
| 3M | -12.4% | +2.2% | -14.6% | -12.6% |
| 6M | -26.8% | +5.3% | -32.1% | -27.1% |
| YTD | -35.3% | +8.0% | -43.2% | -35.5% |
| 1Y | -19.3% | +10.2% | -29.6% | -19.2% |
| All | -19.3% | +11.7% | -31.0% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling