+3,110.4%
ISRG vs AG
+445.6%
+2,664.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.7% |
| 7D | -1.6% | +1.0% | -2.6% | -1.7% |
| 30D | -2.3% | +19.2% | -21.4% | -3.9% |
| 3M | -12.4% | +6.2% | -18.6% | -13.4% |
| 6M | -26.8% | -26.7% | -0.2% | -25.6% |
| YTD | -35.3% | +26.1% | -61.4% | -37.7% |
| 1Y | -19.3% | +131.7% | -151.0% | -27.2% |
| 3Y | +18.1% | +255.3% | -237.2% | -0.5% |
| 5Y | +2.6% | +61.9% | -59.3% | -9.3% |
| 10Y | +379.4% | +72.0% | +307.4% | +293.0% |
| All | +3,110.4% | +445.6% | +2,664.8% | +1,604.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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