+69.0%
ISRG vs ASTS
+636.6%
-567.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -15.2% | +12.4% | -2.4% |
| 7D | +4.4% | -29.9% | +34.3% | +5.4% |
| 30D | +15.8% | -52.2% | +67.9% | +18.0% |
| 3M | +24.9% | -55.8% | +80.7% | +27.4% |
| 6M | +3.8% | -52.7% | +56.5% | +4.6% |
| YTD | -17.3% | -58.4% | +41.1% | -16.8% |
| 1Y | -14.6% | -57.1% | +42.5% | -14.5% |
| All | +69.0% | +636.6% | -567.6% | +60.7% |
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