+23.9%
ISRG vs AFRM
-58.9%
+82.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.1% | -3.0% |
| 7D | +4.8% | -7.3% | +12.1% | +6.1% |
| 30D | +9.2% | -9.6% | +18.8% | +10.8% |
| 3M | +21.2% | -11.1% | +32.2% | +22.8% |
| 6M | +0.2% | +3.9% | -3.6% | -1.2% |
| YTD | -20.1% | -8.5% | -11.6% | -20.3% |
| 1Y | -17.3% | +3.3% | -20.6% | -19.4% |
| 3Y | +63.3% | +213.7% | -150.4% | +23.1% |
| All | +23.9% | -58.9% | +82.8% | +3.5% |
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