+124.4%
ISRG vs AVTR
+1.7%
+122.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | -1.6% | +2.7% | -4.3% | -2.4% |
| 30D | -2.3% | +12.1% | -14.3% | -5.6% |
| 3M | -12.4% | +57.2% | -69.7% | -24.5% |
| 6M | -26.8% | +73.1% | -99.9% | -39.1% |
| YTD | -35.3% | +30.6% | -65.9% | -41.5% |
| 1Y | -19.3% | +13.5% | -32.8% | -25.6% |
| 3Y | +18.1% | -31.0% | +49.1% | +22.7% |
| 5Y | +2.6% | -63.2% | +65.9% | +33.2% |
| All | +124.4% | +1.7% | +122.7% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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