+14.6%
ISRG vs AMDL
+92.1%
-77.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -4.9% | -2.4% |
| 7D | +2.1% | +5.4% | -3.3% | +1.3% |
| 30D | +6.2% | -36.6% | +42.8% | +7.6% |
| 3M | +14.4% | -1.0% | +15.4% | +12.5% |
| 6M | 0.0% | -12.1% | +12.1% | -3.7% |
| YTD | -20.5% | +215.1% | -235.7% | -33.9% |
| 1Y | -21.9% | +130.4% | -152.3% | -33.4% |
| All | +14.6% | +92.1% | -77.5% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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