+813.6%
ISRG vs AMC
-98.1%
+911.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.2% | -1.0% |
| 7D | -1.6% | +2.3% | -3.9% | -1.6% |
| 30D | -2.3% | -0.7% | -1.5% | -2.3% |
| 3M | -12.4% | +35.2% | -47.6% | -13.4% |
| 6M | -26.8% | +124.6% | -151.4% | -28.7% |
| YTD | -35.3% | +69.9% | -105.1% | -36.5% |
| 1Y | -19.3% | -2.6% | -16.7% | -19.9% |
| 3Y | +18.1% | -79.8% | +97.9% | +19.5% |
| 5Y | +2.6% | -99.4% | +102.0% | +9.2% |
| 10Y | +379.4% | -98.9% | +478.3% | +371.2% |
| All | +813.6% | -98.1% | +911.7% | +710.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling