+1,101.1%
ADM vs INSM
-24.3%
+1,125.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +2.6% |
| 7D | +4.2% | +5.9% | -1.7% | +4.0% |
| 30D | -12.8% | +23.9% | -36.7% | -13.6% |
| 3M | -8.5% | -4.1% | -4.4% | -8.4% |
| 6M | -10.9% | +2.7% | -13.6% | -11.3% |
| YTD | +29.4% | -30.4% | +59.8% | +30.4% |
| 1Y | +27.5% | -36.6% | +64.1% | +28.8% |
| 3Y | +10.3% | +406.9% | -396.6% | +0.5% |
| 5Y | +27.4% | +280.3% | -252.9% | +16.2% |
| 10Y | +134.6% | +738.5% | -603.9% | +99.1% |
| All | +1,101.1% | -24.3% | +1,125.3% | +805.5% |
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