+23.9%
ISRG vs AMBA
-70.4%
+94.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.1% | -9.5% | -4.5% |
| 7D | +4.8% | -7.2% | +12.1% | +6.1% |
| 30D | +9.2% | -10.4% | +19.6% | +11.1% |
| 3M | +21.2% | -30.1% | +51.3% | +28.4% |
| 6M | +0.2% | -22.4% | +22.7% | 0.0% |
| YTD | -20.1% | -17.3% | -2.7% | -22.4% |
| 1Y | -17.3% | -35.4% | +18.1% | -15.6% |
| 3Y | +63.3% | +18.6% | +44.7% | +33.5% |
| All | +23.9% | -70.4% | +94.3% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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