-21.6%
ISRG vs APLD
-37.2%
+15.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.8% | +6.6% | +0.8% |
| 7D | -2.0% | +2.7% | -4.7% | -2.0% |
| 30D | +5.6% | -21.4% | +27.0% | +5.5% |
| 3M | +10.5% | -47.8% | +58.4% | +10.8% |
| 6M | +2.6% | -64.9% | +67.5% | +3.2% |
| YTD | -21.7% | -34.9% | +13.2% | -23.0% |
| 1Y | -21.6% | -30.7% | +9.2% | -24.1% |
| All | -21.6% | -37.2% | +15.7% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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