+195.2%
AMD vs INSM
-11.6%
+206.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.7% |
| 7D | +2.6% | +6.5% | -4.0% | +2.1% |
| 30D | -0.9% | +27.5% | -28.5% | -3.3% |
| 3M | -8.7% | +20.4% | -29.1% | -10.4% |
| 6M | +136.3% | -15.7% | +152.1% | +134.3% |
| YTD | +123.0% | -27.4% | +150.4% | +122.1% |
| 1Y | +195.2% | -11.4% | +206.6% | +199.2% |
| All | +195.2% | -11.6% | +206.8% | +199.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling