-44.0%
ACHR vs INSM
+238.0%
-282.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.1% |
| 7D | -2.3% | +2.5% | -4.7% | -2.7% |
| 30D | -11.3% | -2.2% | -9.1% | -11.1% |
| 3M | +5.3% | +33.8% | -28.5% | -0.1% |
| 6M | -13.2% | -7.2% | -6.1% | -13.7% |
| YTD | -25.8% | -25.6% | -0.2% | -23.9% |
| 1Y | -34.3% | -11.2% | -23.0% | -34.7% |
| 3Y | -19.9% | +388.3% | -408.3% | -38.2% |
| 5Y | -42.7% | +376.6% | -419.3% | -58.6% |
| All | -44.0% | +238.0% | -282.0% | -58.8% |
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