+35.6%
ISRG vs AFRM
-20.4%
+56.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.5% |
| 7D | -1.6% | -7.0% | +5.4% | -0.7% |
| 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% | -30.6% |
| YTD | -35.3% | -2.8% | -32.5% | -35.7% |
| 1Y | -19.3% | -19.3% | 0.0% | -18.6% |
| 3Y | +18.1% | +231.0% | -212.8% | -7.2% |
| 5Y | +2.6% | -22.2% | +24.9% | -19.1% |
| All | +35.6% | -20.4% | +56.0% | +5.3% |
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