+8.3%
AMT vs INSM
+375.6%
-367.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.1% |
| 7D | -0.2% | +2.8% | -2.9% | -0.2% |
| 30D | +1.8% | -4.7% | +6.6% | +1.9% |
| 3M | -6.2% | +32.6% | -38.8% | -6.7% |
| 6M | -5.0% | -10.9% | +5.9% | -5.0% |
| YTD | +2.1% | -28.2% | +30.3% | +2.2% |
| 1Y | -5.7% | -14.9% | +9.1% | -5.8% |
| All | +8.3% | +375.6% | -367.3% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling