+111.2%
AMD vs INSM
-37.0%
+148.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +4.4% | +10.3% | +14.2% |
| 7D | +6.5% | +14.4% | -7.9% | +5.2% |
| 30D | -15.3% | +18.8% | -34.1% | -16.6% |
| 3M | +9.7% | -11.3% | +21.0% | +10.8% |
| 6M | +13.2% | +17.9% | -4.7% | +11.5% |
| YTD | +140.6% | -31.3% | +171.9% | +140.3% |
| 1Y | +111.2% | -37.7% | +148.9% | +107.6% |
| All | +111.2% | -37.0% | +148.2% | +107.6% |
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