-8.2%
AAL vs INSM
+390.5%
-398.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | +0.2% |
| 7D | -1.3% | +1.7% | -3.0% | -1.3% |
| 30D | -13.7% | -4.4% | -9.3% | -13.7% |
| 3M | -8.2% | +30.0% | -38.2% | -8.5% |
| 6M | +13.1% | -10.0% | +23.1% | +13.2% |
| YTD | -15.6% | -26.0% | +10.4% | -15.4% |
| 1Y | +1.4% | -12.5% | +13.9% | +1.4% |
| All | -8.2% | +390.5% | -398.6% | -4.1% |
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