+536.3%
ISRG vs ATI
+1,119.3%
-583.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.2% | -3.4% | +0.6% |
| 7D | +5.4% | +6.0% | -0.6% | +4.0% |
| 30D | +8.6% | -3.6% | +12.3% | +9.0% |
| 3M | +21.6% | -18.9% | +40.4% | +26.2% |
| 6M | +2.3% | +16.7% | -14.4% | -2.7% |
| YTD | -18.7% | +61.1% | -79.8% | -28.6% |
| 1Y | -17.8% | +89.3% | -107.1% | -30.4% |
| 3Y | +69.1% | +333.3% | -264.2% | +14.9% |
| 5Y | +26.5% | +954.5% | -928.0% | -30.7% |
| 10Y | +536.3% | +1,067.0% | -530.7% | +233.2% |
| All | +536.3% | +1,119.3% | -583.1% | +233.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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