+13.0%
AMKR vs INSM
-20.5%
+33.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.4% | -3.4% |
| 7D | +5.5% | +0.5% | +5.0% | +5.5% |
| 30D | -8.6% | -4.0% | -4.6% | -8.3% |
| 3M | -28.7% | +38.5% | -67.2% | -31.2% |
| 6M | +13.3% | -11.5% | +24.8% | +13.4% |
| YTD | +26.1% | -26.9% | +52.9% | +28.2% |
| 1Y | +101.2% | -12.8% | +114.0% | +100.5% |
| 3Y | +127.7% | +384.7% | -257.0% | +85.6% |
| 5Y | +90.9% | +368.8% | -277.9% | +53.6% |
| 10Y | +512.5% | +865.7% | -353.2% | +331.2% |
| All | +13.0% | -20.5% | +33.5% | -35.3% |
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 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