-27.6%
AAL vs INSM
+1,001.5%
-1,029.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.3% |
| 7D | -0.1% | +5.9% | -6.0% | -0.6% |
| 30D | +11.7% | +23.9% | -12.2% | +9.6% |
| 3M | -12.5% | -4.1% | -8.5% | -12.4% |
| 6M | +3.6% | +2.7% | +0.9% | +2.5% |
| YTD | -14.1% | -30.4% | +16.3% | -12.6% |
| 1Y | +0.8% | -36.6% | +37.3% | +3.1% |
| 3Y | +11.8% | +406.9% | -395.1% | -10.5% |
| 5Y | -35.1% | +280.3% | -315.4% | -47.3% |
| 10Y | -68.3% | +738.5% | -806.7% | -78.0% |
| All | -27.6% | +1,001.5% | -1,029.1% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling