+599.4%
AMT vs INSM
-24.3%
+623.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.8% |
| 7D | +1.5% | +5.9% | -4.4% | +1.2% |
| 30D | +6.8% | +23.9% | -17.1% | +5.5% |
| 3M | +11.2% | -4.1% | +15.3% | +11.3% |
| 6M | +12.5% | +2.7% | +9.8% | +11.7% |
| YTD | +12.5% | -30.4% | +42.9% | +13.7% |
| 1Y | +10.1% | -36.6% | +46.7% | +11.7% |
| 3Y | +16.0% | +406.9% | -390.9% | +1.0% |
| 5Y | -17.2% | +280.3% | -297.4% | -27.5% |
| 10Y | +135.2% | +738.5% | -603.2% | +83.4% |
| All | +599.4% | -24.3% | +623.6% | +336.5% |
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