+567.2%
ISRG vs AMBA
+837.3%
-270.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.7% |
| 7D | -1.6% | -11.0% | +9.4% | +0.3% |
| 30D | -2.3% | -23.2% | +20.9% | +1.9% |
| 3M | -12.4% | -12.7% | +0.3% | -12.6% |
| 6M | -26.8% | +11.2% | -38.0% | -31.0% |
| YTD | -35.3% | -11.2% | -24.0% | -36.8% |
| 1Y | -19.3% | -22.5% | +3.2% | -20.2% |
| 3Y | +18.1% | -1.3% | +19.5% | +7.3% |
| 5Y | +2.6% | -54.2% | +56.8% | -0.5% |
| 10Y | +379.4% | -6.1% | +385.6% | +287.6% |
| All | +567.2% | +837.3% | -270.0% | +383.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling