+536.3%
ISRG vs AWK
+146.2%
+390.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | +5.4% | +1.2% | +4.2% | +4.9% |
| 30D | +8.6% | +15.8% | -7.1% | +2.3% |
| 3M | +21.6% | +11.0% | +10.6% | +16.3% |
| 6M | +2.3% | +21.0% | -18.6% | -5.9% |
| YTD | -18.7% | +16.7% | -35.4% | -24.6% |
| 1Y | -17.8% | +17.2% | -34.9% | -24.1% |
| 3Y | +69.1% | +29.2% | +39.9% | +42.0% |
| 5Y | +26.5% | -2.3% | +28.8% | +22.9% |
| 10Y | +536.3% | +150.5% | +385.7% | +356.2% |
| All | +536.3% | +146.2% | +390.1% | +356.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 10y: compounded portfolio wealth divided by compounded AWK 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…
10y analysis · Full analysis span regression · 6 months rolling