+1,066.4%
ISRG vs AWK
+969.7%
+96.7%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.6% | +1.7% | -3.3% | -2.3% |
| 30D | -2.3% | +5.6% | -7.8% | -4.5% |
| 3M | -12.4% | +15.9% | -28.3% | -17.9% |
| 6M | -26.8% | +4.6% | -31.4% | -28.7% |
| YTD | -35.3% | +10.1% | -45.3% | -38.5% |
| 1Y | -19.3% | +2.1% | -21.4% | -21.2% |
| 3Y | +18.1% | +9.8% | +8.3% | +7.9% |
| 5Y | +2.6% | -15.4% | +18.0% | +5.7% |
| 10Y | +379.4% | +129.4% | +250.0% | +212.5% |
| All | +1,066.4% | +969.7% | +96.7% | +236.0% |
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