+32,357.8%
ISRG vs AGI
+4,206.7%
+28,151.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -2.0% | -10.1% | +8.1% | -1.5% |
| 30D | +5.6% | -6.5% | +12.1% | +5.9% |
| 3M | +10.5% | -12.8% | +23.4% | +11.2% |
| 6M | +2.6% | -34.3% | +36.9% | +4.6% |
| YTD | -21.7% | -25.6% | +3.9% | -20.9% |
| 1Y | -21.6% | -14.2% | -7.3% | -21.4% |
| 3Y | +57.0% | +127.3% | -70.2% | +49.0% |
| 5Y | +25.0% | +241.8% | -216.8% | +15.9% |
| 10Y | +542.1% | +381.8% | +160.3% | +476.5% |
| All | +32,357.8% | +4,206.7% | +28,151.0% | +26,218.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling