+62.2%
ISRG vs ASTS
+711.8%
-649.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.7% | +6.4% | -2.0% |
| 7D | +2.1% | -9.3% | +11.4% | +2.3% |
| 30D | +6.2% | -33.9% | +40.0% | +7.2% |
| 3M | +14.4% | -51.0% | +65.4% | +16.4% |
| 6M | 0.0% | -55.1% | +55.1% | +1.2% |
| YTD | -20.5% | -53.6% | +33.1% | -20.3% |
| 1Y | -21.9% | -51.0% | +29.1% | -22.2% |
| 3Y | +62.2% | +681.7% | -619.5% | +54.5% |
| All | +62.2% | +711.8% | -649.6% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling