+539.2%
ISRG vs AFL
+339.8%
+199.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.4% |
| 7D | -2.0% | +2.9% | -4.9% | -3.3% |
| 30D | +5.6% | +8.0% | -2.4% | +1.8% |
| 3M | +10.5% | +5.9% | +4.6% | +7.4% |
| 6M | +2.6% | +11.6% | -9.0% | -3.0% |
| YTD | -21.7% | +17.5% | -39.2% | -28.1% |
| 1Y | -21.6% | +13.3% | -34.8% | -26.8% |
| 3Y | +57.0% | +67.0% | -10.0% | +18.6% |
| 5Y | +25.0% | +150.6% | -125.7% | -24.1% |
| All | +539.2% | +339.8% | +199.4% | +208.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling