+539.2%
ISRG vs AMP
+459.2%
+80.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.3% |
| 7D | -2.0% | +3.9% | -6.0% | -3.9% |
| 30D | +5.6% | +5.1% | +0.4% | +3.1% |
| 3M | +10.5% | -8.7% | +19.2% | +15.3% |
| 6M | +2.6% | +11.4% | -8.8% | -2.7% |
| YTD | -21.7% | +7.3% | -29.0% | -25.1% |
| 1Y | -21.6% | +14.6% | -36.1% | -27.4% |
| 3Y | +57.0% | +61.2% | -4.2% | +21.2% |
| 5Y | +25.0% | +81.0% | -56.1% | -10.3% |
| All | +539.2% | +459.2% | +80.0% | +176.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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