+536.3%
ISRG vs AMC
-98.6%
+634.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.3% | -6.6% | +1.5% |
| 7D | +5.4% | +6.6% | -1.2% | +5.2% |
| 30D | +8.6% | +14.1% | -5.5% | +8.3% |
| 3M | +21.6% | +31.3% | -9.7% | +20.7% |
| 6M | +2.3% | +126.7% | -124.3% | -0.2% |
| YTD | -18.7% | +117.9% | -136.6% | -20.7% |
| 1Y | -17.8% | +41.1% | -58.8% | -19.1% |
| 3Y | +69.1% | -61.0% | +130.0% | +68.8% |
| 5Y | +26.5% | -99.1% | +125.6% | +32.9% |
| 10Y | +536.3% | -98.7% | +635.0% | +509.3% |
| All | +536.3% | -98.6% | +634.9% | +509.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling