+969.1%
AMD vs INSM
-28.5%
+997.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.2% | +5.8% | +10.5% |
| 7D | -11.0% | +1.6% | -12.7% | -11.1% |
| 30D | -30.5% | +12.5% | -42.9% | -31.3% |
| 3M | -8.2% | -13.7% | +5.5% | -7.2% |
| 6M | +6.6% | -16.5% | +23.1% | +7.3% |
| YTD | +109.7% | -34.3% | +143.9% | +115.1% |
| 1Y | +88.9% | -38.4% | +127.3% | +94.6% |
| 3Y | +301.8% | +379.9% | -78.1% | +222.9% |
| 5Y | +229.4% | +242.2% | -12.9% | +169.7% |
| 10Y | +6,745.1% | +920.6% | +5,824.5% | +4,620.1% |
| All | +969.1% | -28.5% | +997.6% | +482.0% |
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