+147.0%
ISRG vs ASTS
+277.6%
-130.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +14.1% | -12.4% | +1.0% |
| 7D | +5.4% | +1.5% | +3.9% | +5.2% |
| 30D | +8.6% | -27.6% | +36.2% | +10.1% |
| 3M | +21.6% | -48.7% | +70.3% | +25.1% |
| 6M | +2.3% | -50.8% | +53.2% | +4.2% |
| YTD | -18.7% | -49.2% | +30.5% | -18.4% |
| 1Y | -17.8% | -46.7% | +28.9% | -18.2% |
| 3Y | +69.1% | +793.2% | -724.1% | +30.8% |
| 5Y | +26.5% | +195.6% | -169.1% | -0.9% |
| All | +147.0% | +277.6% | -130.6% | +78.1% |
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