+28.6%
ISRG vs APLD
+461.1%
-432.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.9% |
| 7D | -1.6% | +4.1% | -5.6% | -1.8% |
| 30D | -2.3% | -11.7% | +9.5% | -1.8% |
| 3M | -12.4% | -40.3% | +27.8% | -10.7% |
| 6M | -26.8% | -8.0% | -18.9% | -27.5% |
| YTD | -35.3% | +7.5% | -42.8% | -36.7% |
| 1Y | -19.3% | +84.0% | -103.3% | -24.1% |
| 3Y | +18.1% | +356.2% | -338.1% | -1.6% |
| All | +28.6% | +461.1% | -432.5% | -0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling