+5,598.1%
ISRG vs AMP
+1,943.9%
+3,654.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.9% | -1.6% |
| 7D | -6.1% | +1.2% | -7.3% | -6.5% |
| 30D | +4.2% | +4.4% | -0.2% | +2.5% |
| 3M | +9.6% | -8.8% | +18.4% | +13.7% |
| 6M | +1.9% | +9.9% | -8.1% | -2.0% |
| YTD | -22.3% | +6.1% | -28.4% | -24.7% |
| 1Y | -23.2% | +10.6% | -33.7% | -26.8% |
| 3Y | +58.5% | +58.8% | -0.3% | +29.3% |
| 5Y | +23.9% | +79.0% | -55.0% | -4.4% |
| 10Y | +536.7% | +461.5% | +75.3% | +196.1% |
| All | +5,598.1% | +1,943.9% | +3,654.2% | +1,144.7% |
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