+534.9%
AMT vs INSM
-21.1%
+556.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -0.2% | +6.5% | -6.8% | -0.6% |
| 30D | +4.6% | +27.5% | -22.9% | +2.9% |
| 3M | -8.4% | +20.4% | -28.8% | -9.8% |
| 6M | -6.0% | -15.7% | +9.7% | -5.8% |
| YTD | +2.1% | -27.4% | +29.6% | +3.1% |
| 1Y | -6.4% | -11.4% | +5.0% | -6.7% |
| 3Y | +8.1% | +457.8% | -449.8% | -6.4% |
| 5Y | -31.9% | +343.0% | -374.9% | -41.0% |
| 10Y | +97.1% | +848.1% | -751.0% | +52.3% |
| All | +534.9% | -21.1% | +556.0% | +295.9% |
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