+57.0%
ISRG vs AFL
+67.6%
-10.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.6% |
| 7D | -2.0% | +2.9% | -4.9% | -2.8% |
| 30D | +5.6% | +8.0% | -2.4% | +3.5% |
| 3M | +10.5% | +5.9% | +4.6% | +8.8% |
| 6M | +2.6% | +11.6% | -9.0% | -0.6% |
| YTD | -21.7% | +17.5% | -39.2% | -25.5% |
| 1Y | -21.6% | +13.3% | -34.8% | -24.5% |
| 3Y | +57.0% | +67.0% | -10.0% | +36.6% |
| All | +57.0% | +67.6% | -10.6% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling