-3.0%
ISRG vs AIG
+53.5%
-56.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.0% | -2.5% | -3.8% |
| 7D | -5.2% | -1.6% | -3.6% | -4.6% |
| 30D | -7.6% | -5.2% | -2.4% | -5.9% |
| 3M | -16.4% | +1.5% | -17.8% | -17.0% |
| 6M | -28.6% | -3.9% | -24.6% | -27.9% |
| YTD | -38.2% | -11.6% | -26.6% | -36.0% |
| 1Y | -25.5% | -2.9% | -22.6% | -25.8% |
| 3Y | +17.4% | +33.7% | -16.3% | +1.5% |
| 5Y | -3.0% | +52.7% | -55.6% | -21.3% |
| All | -3.0% | +53.5% | -56.5% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling