+4,650.0%
ISRG vs AMP
+2,123.7%
+2,526.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -1.6% | +0.2% | -1.8% | -1.7% |
| 30D | -2.3% | -0.1% | -2.2% | -2.2% |
| 3M | -12.4% | +23.6% | -36.0% | -19.6% |
| 6M | -26.8% | +20.4% | -47.2% | -32.2% |
| YTD | -35.3% | +15.4% | -50.7% | -39.3% |
| 1Y | -19.3% | +11.0% | -30.3% | -23.4% |
| 3Y | +18.1% | +70.5% | -52.3% | -6.3% |
| 5Y | +2.6% | +121.4% | -118.7% | -27.2% |
| 10Y | +379.4% | +575.6% | -196.1% | +105.9% |
| All | +4,650.0% | +2,123.7% | +2,526.3% | +904.0% |
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