+67.2%
ADM vs INSM
+352.6%
-285.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.4% |
| 7D | +3.0% | +0.5% | +2.5% | +3.0% |
| 30D | +8.7% | -4.0% | +12.7% | +8.8% |
| 3M | +7.6% | +38.5% | -30.9% | +6.5% |
| 6M | +26.9% | -11.5% | +38.4% | +26.9% |
| YTD | +54.3% | -26.9% | +81.2% | +55.0% |
| 1Y | +45.7% | -12.8% | +58.4% | +45.5% |
| 3Y | +21.9% | +384.7% | -362.8% | +14.8% |
| 5Y | +67.2% | +368.8% | -301.7% | +51.7% |
| All | +67.2% | +352.6% | -285.5% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling