-25.5%
ISRG vs AMRZ
-22.6%
-2.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.3% | -0.2% | -3.5% |
| 7D | -5.2% | -2.0% | -3.2% | -4.7% |
| 30D | -7.6% | -9.8% | +2.3% | -5.4% |
| 3M | -16.4% | -17.2% | +0.9% | -12.9% |
| 6M | -28.6% | -26.9% | -1.6% | -24.3% |
| YTD | -38.2% | -21.5% | -16.7% | -35.1% |
| 1Y | -25.5% | -22.9% | -2.6% | -20.1% |
| All | -25.5% | -22.6% | -2.9% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling