+1,340.3%
ISRG vs AWK
+1,042.6%
+297.7%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.8% |
| 7D | +4.8% | +4.1% | +0.7% | +3.1% |
| 30D | +9.2% | +18.0% | -8.8% | +2.0% |
| 3M | +21.2% | +12.2% | +8.9% | +15.3% |
| 6M | +0.2% | +21.2% | -21.0% | -8.0% |
| YTD | -20.1% | +17.6% | -37.6% | -26.2% |
| 1Y | -17.3% | +19.2% | -36.6% | -24.4% |
| 3Y | +63.3% | +26.7% | +36.6% | +39.8% |
| 5Y | +24.1% | -1.3% | +25.4% | +19.4% |
| 10Y | +507.0% | +159.7% | +347.3% | +275.1% |
| All | +1,340.3% | +1,042.6% | +297.7% | +303.1% |
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