+17,983.8%
ISRG vs AFL
+1,516.1%
+16,467.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.5% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | -2.3% | -6.2% | +3.9% | -0.1% |
| 3M | -12.4% | +2.2% | -14.6% | -13.4% |
| 6M | -26.8% | +5.3% | -32.1% | -28.5% |
| YTD | -35.3% | +8.0% | -43.2% | -37.4% |
| 1Y | -19.3% | +10.2% | -29.6% | -22.8% |
| 3Y | +18.1% | +67.1% | -48.9% | -4.2% |
| 5Y | +2.6% | +135.6% | -132.9% | -27.0% |
| 10Y | +379.4% | +299.4% | +80.1% | +173.6% |
| All | +17,983.8% | +1,516.1% | +16,467.8% | +5,042.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling