+5,729.5%
ISRG vs AMP
+1,969.7%
+3,759.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | +2.1% | +3.3% | -1.2% | +0.9% |
| 30D | +6.2% | +4.2% | +1.9% | +4.4% |
| 3M | +14.4% | -6.4% | +20.8% | +17.4% |
| 6M | 0.0% | +12.4% | -12.4% | -4.7% |
| YTD | -20.5% | +7.4% | -28.0% | -23.4% |
| 1Y | -21.9% | +14.7% | -36.6% | -26.7% |
| 3Y | +62.2% | +60.8% | +1.4% | +31.6% |
| 5Y | +25.2% | +83.4% | -58.2% | -4.4% |
| 10Y | +537.3% | +473.5% | +63.8% | +193.9% |
| All | +5,729.5% | +1,969.7% | +3,759.8% | +1,166.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling