+533.8%
ISRG vs AWK
+153.6%
+380.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | -6.1% | -2.6% | -3.5% | -5.1% |
| 30D | +4.2% | +14.2% | -9.9% | -1.2% |
| 3M | +9.6% | +10.0% | -0.4% | +5.2% |
| 6M | +1.9% | +17.1% | -15.2% | -5.0% |
| YTD | -22.3% | +16.1% | -38.5% | -27.9% |
| 1Y | -23.2% | +17.5% | -40.7% | -29.1% |
| 3Y | +58.5% | +29.3% | +29.2% | +32.9% |
| 5Y | +23.9% | -3.5% | +27.4% | +21.1% |
| All | +533.8% | +153.6% | +380.3% | +357.6% |
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