+22,068.6%
ISRG vs AIG
-91.2%
+22,159.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.2% |
| 7D | -6.8% | +1.4% | -8.2% | -7.0% |
| 30D | +5.1% | +6.6% | -1.5% | +4.0% |
| 3M | +12.0% | +7.9% | +4.2% | +10.6% |
| 6M | +7.0% | +10.4% | -3.4% | +5.1% |
| YTD | -20.6% | -1.3% | -19.3% | -20.8% |
| 1Y | -21.4% | +11.5% | -32.9% | -23.2% |
| 3Y | +62.0% | +38.8% | +23.2% | +52.0% |
| 5Y | +28.1% | +57.8% | -29.7% | +17.1% |
| 10Y | +550.7% | +68.4% | +482.3% | +465.9% |
| All | +22,068.6% | -91.2% | +22,159.8% | +34,998.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling