+22,068.6%
ISRG vs AFL
+1,652.6%
+20,416.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -6.8% | +1.4% | -8.2% | -7.3% |
| 30D | +5.1% | +9.7% | -4.6% | +1.6% |
| 3M | +12.0% | +5.5% | +6.5% | +9.7% |
| 6M | +7.0% | +11.2% | -4.2% | +2.6% |
| YTD | -20.6% | +17.1% | -37.7% | -25.6% |
| 1Y | -21.4% | +14.0% | -35.5% | -25.7% |
| 3Y | +62.0% | +66.3% | -4.3% | +31.7% |
| 5Y | +28.1% | +152.7% | -124.5% | -11.1% |
| 10Y | +550.7% | +341.3% | +209.4% | +258.3% |
| All | +22,068.6% | +1,652.6% | +20,416.0% | +6,016.0% |
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