+142.8%
ISRG vs ASTS
+230.9%
-88.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +7.1% | -10.4% | -3.7% |
| 7D | +4.8% | -21.1% | +25.9% | +5.9% |
| 30D | +9.2% | -46.7% | +55.9% | +12.4% |
| 3M | +21.2% | -52.0% | +73.2% | +25.1% |
| 6M | +0.2% | -54.3% | +54.5% | +2.3% |
| YTD | -20.1% | -55.5% | +35.4% | -19.2% |
| 1Y | -17.3% | -50.5% | +33.1% | -17.5% |
| 3Y | +63.3% | +706.2% | -642.9% | +26.9% |
| 5Y | +24.1% | +165.2% | -141.1% | -2.2% |
| All | +142.8% | +230.9% | -88.1% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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