+23.9%
ISRG vs AMC
-99.3%
+123.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.9% | -5.3% | -3.5% |
| 7D | +4.8% | +2.6% | +2.2% | +4.7% |
| 30D | +9.2% | +9.0% | +0.2% | +8.7% |
| 3M | +21.2% | +22.2% | -1.0% | +19.6% |
| 6M | +0.2% | +91.5% | -91.2% | -4.3% |
| YTD | -20.1% | +101.3% | -121.3% | -24.2% |
| 1Y | -17.3% | +20.8% | -38.1% | -19.6% |
| 3Y | +63.3% | -71.3% | +134.6% | +67.7% |
| All | +23.9% | -99.3% | +123.2% | +59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling