+13.0%
ISRG vs AMDL
+102.5%
-89.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -17.6% | +18.4% | +1.7% |
| 7D | -2.0% | +37.2% | -39.2% | -3.9% |
| 30D | +5.6% | -24.0% | +29.6% | +5.8% |
| 3M | +10.5% | -1.0% | +11.6% | +8.5% |
| 6M | +2.6% | -3.2% | +5.8% | -2.0% |
| YTD | -21.7% | +232.2% | -253.9% | -35.2% |
| 1Y | -21.6% | +137.7% | -159.3% | -33.1% |
| All | +13.0% | +102.5% | -89.5% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling