+17,983.8%
ISRG vs AME
+9,657.9%
+8,326.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.7% |
| 7D | -1.6% | +0.6% | -2.2% | -1.9% |
| 30D | -2.3% | -6.7% | +4.4% | +1.4% |
| 3M | -12.4% | +4.1% | -16.5% | -14.8% |
| 6M | -26.8% | +1.6% | -28.4% | -28.2% |
| YTD | -35.3% | +16.1% | -51.4% | -41.2% |
| 1Y | -19.3% | +27.3% | -46.7% | -30.8% |
| 3Y | +18.1% | +50.9% | -32.7% | -9.3% |
| 5Y | +2.6% | +81.4% | -78.7% | -28.4% |
| 10Y | +379.4% | +417.0% | -37.5% | +90.4% |
| All | +17,983.8% | +9,657.9% | +8,326.0% | +2,264.0% |
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