+1,037.1%
AMD vs INSM
-21.1%
+1,058.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.7% |
| 7D | +2.6% | +6.5% | -4.0% | +1.9% |
| 30D | -0.9% | +27.5% | -28.5% | -3.7% |
| 3M | -8.7% | +20.4% | -29.1% | -10.8% |
| 6M | +136.3% | -15.7% | +152.1% | +137.4% |
| YTD | +123.0% | -27.4% | +150.4% | +127.0% |
| 1Y | +195.2% | -11.4% | +206.6% | +193.7% |
| 3Y | +336.3% | +457.8% | -121.5% | +245.2% |
| 5Y | +334.5% | +343.0% | -8.5% | +247.5% |
| 10Y | +6,259.1% | +848.1% | +5,411.0% | +4,302.8% |
| All | +1,037.1% | -21.1% | +1,058.1% | +514.2% |
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 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