+28.1%
ISRG vs AMT
-19.0%
+47.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -6.8% | -2.4% | -4.4% | -6.1% |
| 30D | +5.1% | +4.2% | +0.9% | +4.0% |
| 3M | +12.0% | +13.4% | -1.4% | +8.2% |
| 6M | +7.0% | +9.4% | -2.4% | +4.0% |
| YTD | -20.6% | +11.7% | -32.3% | -23.8% |
| 1Y | -21.4% | +7.1% | -28.6% | -23.7% |
| 3Y | +62.0% | +15.1% | +46.9% | +44.6% |
| 5Y | +28.1% | -17.9% | +46.0% | +36.5% |
| All | +28.1% | -19.0% | +47.1% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 5y: compounded portfolio wealth divided by compounded AMT 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…
5y analysis · Full analysis span regression · 6 months rolling