-10.5%
ISRG vs AIG
+6.0%
-16.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.5% | +7.9% | +9.3% |
| 7D | +8.5% | +2.3% | +6.2% | +8.4% |
| 30D | +18.6% | +8.8% | +9.8% | +18.4% |
| 3M | +30.9% | +3.7% | +27.2% | +30.7% |
| 6M | +6.6% | +6.8% | -0.2% | +6.2% |
| YTD | -14.9% | -2.6% | -12.2% | -17.4% |
| 1Y | -10.5% | +3.7% | -14.3% | -12.3% |
| All | -10.5% | +6.0% | -16.5% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling