-21.4%
ISRG vs ATI
+77.9%
-99.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.4% | -7.8% | -3.4% |
| 7D | +4.8% | +6.2% | -1.3% | +4.7% |
| 30D | +9.2% | -7.1% | +16.3% | +9.4% |
| 3M | +21.2% | -21.3% | +42.5% | +22.2% |
| 6M | +0.2% | +6.5% | -6.3% | -1.8% |
| YTD | -20.1% | +53.2% | -73.2% | -25.6% |
| All | -21.4% | +77.9% | -99.4% | -29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling