+64.3%
ISRG vs APLD
+201.5%
-137.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -14.7% | +11.9% | -2.2% |
| 7D | +4.4% | -27.0% | +31.4% | +5.7% |
| 30D | +15.8% | -44.1% | +59.8% | +18.4% |
| 3M | +24.9% | -52.6% | +77.4% | +28.4% |
| 6M | +3.8% | -64.5% | +68.3% | +7.4% |
| YTD | -17.3% | -42.2% | +24.9% | -17.3% |
| 1Y | -14.6% | -57.2% | +42.6% | -13.7% |
| 3Y | +68.2% | +159.5% | -91.3% | +43.3% |
| All | +64.3% | +201.5% | -137.2% | +29.6% |
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