+117.0%
AA vs INSM
+884.9%
-767.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.3% |
| 7D | -3.4% | +2.5% | -5.9% | -3.7% |
| 30D | -5.8% | -2.2% | -3.6% | -5.5% |
| 3M | -29.9% | +33.8% | -63.7% | -33.1% |
| 6M | -27.0% | -7.2% | -19.9% | -27.3% |
| YTD | -8.7% | -25.6% | +16.9% | -6.7% |
| 1Y | +50.6% | -11.2% | +61.9% | +49.5% |
| 3Y | +74.1% | +388.3% | -314.3% | +29.4% |
| 5Y | +2.6% | +376.6% | -374.0% | -25.6% |
| All | +117.0% | +884.9% | -767.9% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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