+356.0%
ISRG vs AME
+421.6%
-65.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -5.2% | +2.8% | -8.0% | -6.9% |
| 30D | -7.6% | -6.3% | -1.3% | -3.7% |
| 3M | -16.4% | +5.4% | -21.7% | -19.8% |
| 6M | -28.6% | +7.4% | -36.0% | -32.9% |
| YTD | -38.2% | +16.2% | -54.3% | -45.2% |
| 1Y | -25.5% | +26.8% | -52.3% | -38.3% |
| 3Y | +17.4% | +57.5% | -40.1% | -19.1% |
| 5Y | -3.0% | +84.8% | -87.8% | -40.6% |
| 10Y | +356.0% | +424.3% | -68.3% | +76.1% |
| All | +356.0% | +421.6% | -65.6% | +76.1% |
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