+66.8%
AA vs INSM
+416.0%
-349.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -1.9% |
| 7D | +0.5% | +5.9% | -5.4% | +0.1% |
| 30D | -0.6% | +23.9% | -24.5% | -2.2% |
| 3M | -19.7% | -4.1% | -15.6% | -19.5% |
| 6M | -41.6% | +2.7% | -44.3% | -42.0% |
| YTD | -24.6% | -30.4% | +5.8% | -23.6% |
| 1Y | +4.9% | -36.6% | +41.4% | +6.8% |
| 3Y | +66.8% | +406.9% | -340.1% | +52.2% |
| All | +66.8% | +416.0% | -349.2% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling