+22,229.9%
ISRG vs AME
+9,300.1%
+12,929.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.5% | -5.9% | -4.7% |
| 7D | +4.8% | -5.2% | +10.0% | +7.4% |
| 30D | +9.2% | -8.0% | +17.3% | +13.6% |
| 3M | +21.2% | -8.9% | +30.1% | +26.3% |
| 6M | +0.2% | -5.0% | +5.2% | +1.5% |
| YTD | -20.1% | +11.9% | -31.9% | -26.6% |
| 1Y | -17.3% | +16.6% | -34.0% | -25.9% |
| 3Y | +63.3% | +62.5% | +0.8% | +19.2% |
| 5Y | +24.1% | +67.6% | -43.5% | -10.4% |
| 10Y | +507.0% | +450.4% | +56.6% | +132.1% |
| All | +22,229.9% | +9,300.1% | +12,929.8% | +2,853.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling