+73.2%
ISRG vs AFRM
-23.4%
+96.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.8% | +5.0% | -1.8% |
| 7D | +4.4% | -6.9% | +11.3% | +5.4% |
| 30D | +15.8% | -7.0% | +22.7% | +16.7% |
| 3M | +24.9% | -11.2% | +36.1% | +26.4% |
| 6M | +3.8% | +4.3% | -0.5% | +2.5% |
| YTD | -17.3% | -6.4% | -10.9% | -17.7% |
| 1Y | -14.6% | -2.6% | -12.0% | -15.8% |
| 3Y | +68.2% | +210.6% | -142.3% | +33.8% |
| 5Y | +28.4% | -57.6% | +86.0% | +3.0% |
| All | +73.2% | -23.4% | +96.6% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling