+22,229.9%
ISRG vs ATI
+1,166.8%
+21,063.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.4% | -7.8% | -4.4% |
| 7D | +4.8% | +6.2% | -1.3% | +3.2% |
| 30D | +9.2% | -7.1% | +16.3% | +10.6% |
| 3M | +21.2% | -21.3% | +42.5% | +27.1% |
| 6M | +0.2% | +6.5% | -6.3% | -2.9% |
| YTD | -20.1% | +53.2% | -73.2% | -29.5% |
| 1Y | -17.3% | +82.7% | -100.1% | -30.2% |
| 3Y | +63.3% | +314.3% | -251.0% | +9.9% |
| 5Y | +24.1% | +890.9% | -866.9% | -33.9% |
| 10Y | +507.0% | +1,142.3% | -635.4% | +161.1% |
| All | +22,229.9% | +1,166.8% | +21,063.0% | +6,908.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling