+96.7%
ISRG vs ASTS
+537.8%
-441.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.6% | +7.3% | -8.9% | -2.0% |
| 30D | -2.3% | -8.9% | +6.6% | -1.9% |
| 3M | -12.4% | -41.9% | +29.5% | -10.6% |
| 6M | -26.8% | -40.6% | +13.8% | -26.1% |
| YTD | -35.3% | -14.2% | -21.0% | -36.5% |
| 1Y | -19.3% | +48.9% | -68.2% | -24.5% |
| 3Y | +18.1% | +1,461.7% | -1,443.5% | -11.2% |
| 5Y | +2.6% | +404.1% | -401.5% | -21.4% |
| All | +96.7% | +537.8% | -441.1% | +38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling