+1,331.5%
ISRG vs AWK
+1,043.1%
+288.4%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.0% | -2.6% |
| 7D | +2.1% | +2.7% | -0.6% | +1.0% |
| 30D | +6.2% | +16.7% | -10.5% | -0.5% |
| 3M | +14.4% | +11.7% | +2.7% | +9.0% |
| 6M | 0.0% | +21.9% | -21.9% | -8.5% |
| YTD | -20.5% | +17.6% | -38.1% | -26.7% |
| 1Y | -21.9% | +19.8% | -41.7% | -28.7% |
| 3Y | +62.2% | +31.0% | +31.2% | +36.6% |
| 5Y | +25.2% | -3.0% | +28.2% | +21.5% |
| 10Y | +537.3% | +156.8% | +380.5% | +295.7% |
| All | +1,331.5% | +1,043.1% | +288.4% | +300.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling