-21.4%
ISRG vs AMDL
+168.6%
-190.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +14.3% | -14.4% | -0.1% |
| 7D | -6.8% | +18.5% | -25.3% | -6.6% |
| 30D | +5.1% | -24.2% | +29.4% | +5.1% |
| 3M | +12.0% | +11.5% | +0.6% | +12.3% |
| 6M | +7.0% | -1.0% | +8.0% | +6.1% |
| YTD | -20.6% | +260.3% | -280.9% | -24.2% |
| 1Y | -21.4% | +178.2% | -199.6% | -25.0% |
| All | -21.4% | +168.6% | -190.0% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling