+2.0%
ISRG vs AFRM
-23.1%
+25.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.5% |
| 7D | -1.6% | -7.0% | +5.4% | -0.6% |
| 30D | -2.3% | -7.8% | +5.5% | -1.3% |
| 3M | -12.4% | +5.3% | -17.8% | -13.3% |
| 6M | -26.8% | +42.6% | -69.5% | -31.0% |
| YTD | -35.3% | -2.8% | -32.5% | -35.8% |
| 1Y | -19.3% | -19.3% | 0.0% | -18.6% |
| 3Y | +18.1% | +231.0% | -212.8% | -9.8% |
| All | +2.0% | -23.1% | +25.1% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling