+67.4%
ISRG vs AFRM
-25.1%
+92.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.1% | -3.1% |
| 7D | +4.8% | -7.3% | +12.1% | +5.9% |
| 30D | +9.2% | -9.6% | +18.8% | +10.5% |
| 3M | +21.2% | -11.1% | +32.2% | +22.6% |
| 6M | +0.2% | +3.9% | -3.6% | -1.0% |
| YTD | -20.1% | -8.5% | -11.6% | -20.2% |
| 1Y | -17.3% | +3.3% | -20.6% | -19.0% |
| 3Y | +63.3% | +213.7% | -150.4% | +29.8% |
| 5Y | +24.1% | -58.5% | +82.6% | -0.2% |
| All | +67.4% | -25.1% | +92.5% | +30.8% |
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