+23,005.1%
ISRG vs AMT
+543.4%
+22,461.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | +4.4% | +4.4% | 0.0% | +3.4% |
| 30D | +15.8% | +17.7% | -2.0% | +11.1% |
| 3M | +24.9% | +16.7% | +8.2% | +20.0% |
| 6M | +3.8% | +11.1% | -7.3% | +0.6% |
| YTD | -17.3% | +13.9% | -31.2% | -20.6% |
| 1Y | -14.6% | +12.5% | -27.1% | -17.9% |
| 3Y | +68.2% | +13.2% | +55.1% | +58.4% |
| 5Y | +28.4% | -17.9% | +46.2% | +30.5% |
| 10Y | +528.0% | +122.8% | +405.2% | +405.8% |
| All | +23,005.1% | +543.4% | +22,461.7% | +17,779.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling