+370.1%
ISRG vs AGI
+398.0%
-27.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.8% |
| 7D | -5.0% | +2.2% | -7.2% | -5.2% |
| 30D | -10.2% | +11.3% | -21.5% | -11.2% |
| 3M | -17.2% | +5.6% | -22.8% | -17.9% |
| 6M | -28.4% | -27.7% | -0.8% | -26.7% |
| YTD | -37.6% | -4.1% | -33.5% | -38.0% |
| 1Y | -24.4% | +13.8% | -38.2% | -26.3% |
| 3Y | +18.4% | +217.0% | -198.6% | +4.7% |
| 5Y | -1.0% | +404.3% | -405.3% | -15.9% |
| 10Y | +370.1% | +400.5% | -30.4% | +301.3% |
| All | +370.1% | +398.0% | -27.8% | +301.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling