+66.4%
ISRG vs AFRM
-27.4%
+93.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.9% |
| 7D | +2.1% | -8.4% | +10.5% | +3.3% |
| 30D | +6.2% | -18.3% | +24.4% | +8.9% |
| 3M | +14.4% | -12.7% | +27.1% | +16.0% |
| 6M | 0.0% | +3.0% | -3.0% | -1.1% |
| YTD | -20.5% | -11.4% | -9.1% | -20.4% |
| 1Y | -21.9% | -13.3% | -8.6% | -21.7% |
| 3Y | +62.2% | +194.0% | -131.8% | +30.3% |
| 5Y | +25.2% | -50.6% | +75.8% | +0.6% |
| All | +66.4% | -27.4% | +93.8% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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