+57.0%
ISRG vs AFRM
+192.6%
-135.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | -2.0% | -4.4% | +2.4% | -1.4% |
| 30D | +5.6% | -7.7% | +13.2% | +6.7% |
| 3M | +10.5% | -16.9% | +27.4% | +13.0% |
| 6M | +2.6% | +2.5% | +0.1% | +1.7% |
| YTD | -21.7% | -12.5% | -9.2% | -21.4% |
| 1Y | -21.6% | -11.0% | -10.5% | -21.6% |
| 3Y | +57.0% | +184.6% | -127.5% | +49.0% |
| All | +57.0% | +192.6% | -135.6% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling