+537.3%
ISRG vs AME
+438.4%
+98.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +2.1% | -4.1% | +6.2% | +4.3% |
| 30D | +6.2% | -4.1% | +10.3% | +8.1% |
| 3M | +14.4% | -5.6% | +20.0% | +17.3% |
| 6M | 0.0% | +2.8% | -2.9% | -3.8% |
| YTD | -20.5% | +16.6% | -37.1% | -30.7% |
| 1Y | -21.9% | +21.1% | -43.0% | -33.7% |
| 3Y | +62.2% | +61.1% | +1.1% | +8.3% |
| 5Y | +25.2% | +76.6% | -51.4% | -22.2% |
| 10Y | +537.3% | +431.3% | +106.0% | +132.2% |
| All | +537.3% | +438.4% | +98.9% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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