-1.0%
ISRG vs AFL
+133.0%
-134.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | -5.0% | -2.1% | -2.9% | -4.1% |
| 30D | -10.2% | -5.4% | -4.8% | -8.1% |
| 3M | -17.2% | -0.3% | -16.9% | -17.4% |
| 6M | -28.4% | +5.2% | -33.6% | -30.4% |
| YTD | -37.6% | +5.7% | -43.3% | -39.7% |
| 1Y | -24.4% | +10.2% | -34.7% | -28.5% |
| 3Y | +18.4% | +63.4% | -45.0% | -10.6% |
| 5Y | -1.0% | +133.0% | -134.0% | -40.7% |
| All | -1.0% | +133.0% | -134.0% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling