+95.5%
AMD vs INSM
-40.6%
+136.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.3% | -4.3% | +0.6% |
| 7D | -15.5% | +13.4% | -28.9% | -16.5% |
| 30D | -22.6% | +5.9% | -28.6% | -23.0% |
| 3M | -5.7% | +11.4% | -17.1% | -7.3% |
| 6M | +43.1% | -21.4% | +64.5% | +43.9% |
| YTD | +128.2% | -36.8% | +165.0% | +130.8% |
| 1Y | +95.5% | -39.8% | +135.3% | +83.3% |
| All | +95.5% | -40.6% | +136.1% | +83.3% |
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