-31.4%
ISRG vs AMRZ
-19.2%
-12.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.4% |
| 7D | -5.0% | -4.7% | -0.4% | -3.9% |
| 30D | -10.2% | -11.3% | +1.1% | -7.7% |
| 3M | -17.2% | -22.1% | +4.9% | -12.8% |
| 6M | -28.4% | -29.6% | +1.2% | -23.5% |
| YTD | -37.6% | -23.3% | -14.3% | -34.4% |
| 1Y | -24.4% | -23.7% | -0.7% | -20.3% |
| All | -31.4% | -19.2% | -12.2% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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