+356.0%
ISRG vs ATI
+1,051.1%
-695.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.2% |
| 7D | -5.2% | +3.2% | -8.3% | -5.8% |
| 30D | -7.6% | -9.0% | +1.4% | -5.8% |
| 3M | -16.4% | +15.1% | -31.4% | -19.4% |
| 6M | -28.6% | +38.1% | -66.7% | -34.2% |
| YTD | -38.2% | +80.7% | -118.8% | -46.4% |
| 1Y | -25.5% | +167.5% | -193.0% | -41.2% |
| 3Y | +17.4% | +366.0% | -348.6% | -20.2% |
| 5Y | -3.0% | +1,088.8% | -1,091.7% | -47.0% |
| 10Y | +356.0% | +1,055.0% | -699.0% | +135.7% |
| All | +356.0% | +1,051.1% | -695.2% | +135.7% |
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