+6.6%
ISRG vs ASTS
-49.4%
+56.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -4.1% | +13.5% | +9.1% |
| 7D | +8.5% | -15.8% | +24.3% | +7.6% |
| 30D | +18.6% | -39.0% | +57.7% | +15.6% |
| 3M | +30.9% | -49.3% | +80.2% | +26.4% |
| 6M | +6.6% | -47.9% | +54.5% | +5.3% |
| All | +6.6% | -49.4% | +56.0% | +5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling